Sfoglia per Autore
The US real GNP is trend-stationary after all
2016-01-01 Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective
2016-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano
Evaluacion y gestion del riesgo extremo en los mercados financieros
2018-01-01 Aiello, F.; Bonaccolto, G.
Systemic events and diffusion of jumps
2018-01-01 Bonaccolto, Giovanni; Zambon, Nancy; Caporin, Massimiliano
Conditional Quantile-Located VaR
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Conditional Quantile-Located VaR
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Gupta, Rangan
Asset allocation strategies based on penalized quantile regression
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Volatility Forecasting in a Data Rich Environment
2019-01-01 Bernardi, Mauro; Bonaccolto, Giovanni; Caporin, Massimiliano; Costola, Michele
Estimation and model-based combination of causality networks among large US banks and insurance companies
2019-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto
Decomposing and backtesting a flexible specification for CoVaR
2019-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Developing new portfolio strategies by aggregation
2019-01-01 Bonaccolto, Giovanni; Paterlini, Sandra
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
2020-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Zambon, Nancy
Quantile– based portfolios: post– model– selection estimation with alternative specifications
2021-01-01 Bonaccolto, Giovanni
Breakup and default risks in the great lockdown
2021-01-01 Bonaccolto, Giovanni; Borri, Nicola; Consiglio, Andrea
Dynamic large financial networks via conditional expected shortfalls
2021-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, Bertrand B.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| The US real GNP is trend-stationary after all | 1-gen-2016 | Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni | |
| The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective | 1-gen-2016 | Bonaccolto, Giovanni; Caporin, Massimiliano | |
| Evaluacion y gestion del riesgo extremo en los mercados financieros | 1-gen-2018 | Aiello, F.; Bonaccolto, G. | |
| Systemic events and diffusion of jumps | 1-gen-2018 | Bonaccolto, Giovanni; Zambon, Nancy; Caporin, Massimiliano | |
| Conditional Quantile-Located VaR | 1-gen-2018 | Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra | |
| Conditional Quantile-Located VaR | 1-gen-2018 | Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra | |
| The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk | 1-gen-2018 | Bonaccolto, Giovanni; Caporin, Massimiliano; Gupta, Rangan | |
| Asset allocation strategies based on penalized quantile regression | 1-gen-2018 | Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra | |
| Volatility Forecasting in a Data Rich Environment | 1-gen-2019 | Bernardi, Mauro; Bonaccolto, Giovanni; Caporin, Massimiliano; Costola, Michele | |
| Estimation and model-based combination of causality networks among large US banks and insurance companies | 1-gen-2019 | Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto | |
| Decomposing and backtesting a flexible specification for CoVaR | 1-gen-2019 | Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra | |
| Developing new portfolio strategies by aggregation | 1-gen-2019 | Bonaccolto, Giovanni; Paterlini, Sandra | |
| Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements | 1-gen-2020 | Bonaccolto, Giovanni; Caporin, Massimiliano; Zambon, Nancy | |
| Quantile– based portfolios: post– model– selection estimation with alternative specifications | 1-gen-2021 | Bonaccolto, Giovanni | |
| Breakup and default risks in the great lockdown | 1-gen-2021 | Bonaccolto, Giovanni; Borri, Nicola; Consiglio, Andrea | |
| Dynamic large financial networks via conditional expected shortfalls | 1-gen-2021 | Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, Bertrand B. |
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