BONACCOLTO, GIOVANNI
BONACCOLTO, GIOVANNI
Facoltà di Scienze Economiche e Giuridiche
Asset allocation strategies based on penalized quantile regression
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Breakup and default risks in the great lockdown
2021-01-01 Bonaccolto, Giovanni; Borri, Nicola; Consiglio, Andrea
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
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
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States
2022-01-01 Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra
Dynamic large financial networks via conditional expected shortfalls
2021-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, Bertrand B.
Estimation and model-based combination of causality networks among large US banks and insurance companies
2019-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto
Evaluacion y gestion del riesgo extremo en los mercados financieros
2018-01-01 Aiello, F.; Bonaccolto, G.
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
Systemic events and diffusion of jumps
2018-01-01 Bonaccolto, Giovanni; Zambon, Nancy; Caporin, Massimiliano
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective
2016-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano
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
The US real GNP is trend-stationary after all
2016-01-01 Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni
Volatility Forecasting in a Data Rich Environment
2019-01-01 Bernardi, Mauro; Bonaccolto, Giovanni; Caporin, Massimiliano; Costola, Michele