Massimiliano Caporin
Scholar

Massimiliano Caporin

Google Scholar ID: SQbrRb4AAAAJ
University of Padova - Department of Statistical Sciences
Financial EconometricsEmpirical FinanceSystemic RiskAsset AllocationRisk Management
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Citations & Impact
All-time
Citations
5,241
 
H-index
38
 
i10-index
103
 
Publications
20
 
Co-authors
47
list available
Contact
No contact links provided.
Publications
2 items
The Cointegrated Matrix Autoregressive Model
2026
Cited
0
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
2026
Cited
0
Resume (English only)
Co-authors
47 total
Co-author 1
Co-author 1
Monica BILLIO
Monica BILLIO
Ca' Foscari University of Venice
Loriana Pelizzon
Loriana Pelizzon
SAFE Goethe University Frankfurt and Ca' Foscari University of Venice
Co-author 4
Co-author 4
Co-author 5
Co-author 5
Francesco Ravazzolo
Francesco Ravazzolo
BI Norwegian Business School and Free University of Bozen-Bolzano
Co-author 7
Co-author 7
Co-author 8
Co-author 8