Massimiliano Caporin

Identifiers

• name variant Massimiliano Caporin 0.60 · backfill

Papers (4)

1. Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective stat.AP · 2026 · author #1
2. Asset Allocation Strategies Based on Penalized Quantile Regression q-fin.PM · 2015 · author #2
3. Modelling and Forecasting the Realized Range Conditional Quantiles stat.AP · 2014 · author #2
4. Ensemble properties of high frequency data and intraday trading rules q-fin.TR · 2012 · author #3

Mentions

• 1507.00250 #2 · backfill · confidence 0.70 Massimiliano Caporin
• 1410.6926 #2 · backfill · confidence 0.70 Massimiliano Caporin
• 1202.2447 #3 · backfill · confidence 0.70 Massimiliano Caporin

Frequent Coauthors

• Giovanni Bonaccolto 2 shared papers
• Attilio L. Stella 1 shared papers
• Daniele Girolimetto 1 shared papers
• Emanuele Lopetuso 1 shared papers
• Francesco Camana 1 shared papers
• Fulvio Baldovin 1 shared papers
• Michele Caraglio 1 shared papers
• Sandra Paterlini 1 shared papers