Massimiliano Caporin

Massimiliano Caporin

Università degli Studi di Padova - Padova / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1851619
University of Padua
person_outline Massimiliano Caporin's MOST POPULAR ARTICLES
1-) Do we really need both BEKK and DCC? A tale of two multivariate GARCH models Journal of Economic Surveys 26 (4), 736-751, 2012
2-) Flexible dynamic conditional correlation multivariate garch models for asset allocation Applied Financial Economics Letters 2 (02), 123-130, 2006
3-) A multidimensional analysis of the relationship between corporate social responsibility and firms' economic performance Ecological Economics 147, 218-229, 2018
4-) Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion Computational statistics & data analysis 54 (11), 2443-2458, 2010
5-) Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagionM Billio, M CaporinComputational statistics & data analysis 54 (11), 2443-2458, 20101652010