Lorenzo Cappiello

Finance · 2006–2008

A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 61 researchers here, as inferred from the citation graph.

Subfields

Whom Lorenzo Cappiello trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Eric Hillebrand
  4. Dimitris Nicolas Politis
  5. Daniel B. Nelson
  6. Kevin Sheppard
  7. Joseph P. Romano
  8. Tobias J. Moskowitz
  9. P. R. Hansen
  10. Ole E. Barndorff-Nielsen

Who trusts Lorenzo Cappiello overall

  1. Annastiina Silvennoinen
  2. Robert F. Engle
  3. Christian M. Hafner
  4. Tim Bollerslev
  5. Gian Piero Aielli
  6. Alessandro Palandri
  7. Dimitris Kenourgios
  8. Massimiliano Caporin
  9. Timo Teräsvirta
  10. Christian Francq

Papers from Lorenzo Cappiello's perspective

Ordered by how strongly the researchers Lorenzo Cappiello trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The stationary bootstrap
  2. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  5. Returns synchronization and daily correlation dynamics between international stock markets
  6. Generalized autoregressive conditional heteroskedasticity
  7. An Analysis of Covariance Risk and Pricing Anomalies
  8. Neglecting parameter changes in GARCH models
  9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  10. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing

Their papers