Concepedia

Massimiliano Caporin

MC

87

Publications

3.1K

Citations

32

H-Index

2003

Active since

Affiliations

University of Padua(Current)

Erasmus University Rotterdam

Ca' Foscari University of Venice

Tinbergen Institute

Goethe University Frankfurt

Massimiliano Caporin is an author at University of Padua specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsEngineeringStatisticsAsset PricingVolatility ModelingFinancial EconomicsEconomic AnalysisEconometrics

Publications per year

2003–2024

87

Publications

87

DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS

Massimiliano Caporin, Michael McAleer · Journal of Economic Surveys · 2011 · 180 citations

Financial Economics, Financial Econometrics, Quantitative Finance +11

Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation

Monica Billio, Massimiliano Caporin, Michele Gobbo · Applied Financial Economics Letters · 2006 · 169 citations

Economics, Portfolio Optimization, Financial Economics +14

A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance

Silvia Blasi, Massimiliano Caporin, Fulvio Fontini · Ecological Economics · 2018 · 157 citations

Firm Performance, Accounting, Management +10

Measuring sovereign contagion in Europe

Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo et al. · Journal of Financial Stability · 2017 · 130 citations · Full text

Economics, International Finance, Sovereign Contagion +3

Ten Things You Should Know about the Dynamic Conditional Correlation Representation

Massimiliano Caporin, Michael McAleer · Econometrics · 2013 · 112 citations · Full text

Spatiotemporal Diagnostics, Engineering, Data Science +8

Rows per page

1–5 of 87