Massimiliano Caporin
Orcid: 0000-0001-5014-5951Affiliations:
- University of Padova, Italy
According to our database1,
Massimiliano Caporin
authored at least 11 papers
between 2005 and 2022.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on zbmath.org
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on orcid.org
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on d-nb.info
On csauthors.net:
Bibliography
2022
Eur. J. Oper. Res., 2022
2018
Comput. Manag. Sci., 2018
2014
Comput. Stat. Data Anal., 2014
Comput. Stat. Data Anal., 2014
2013
Math. Comput. Simul., 2013
2012
Comput. Stat. Data Anal., 2012
2010
Stat. Methods Appl., 2010
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion.
Comput. Stat. Data Anal., 2010
2009
Math. Comput. Simul., 2009
2007
Comput. Stat. Data Anal., 2007
2005
Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis.
Stat. Methods Appl., 2005