Scholar
Massimiliano Caporin
Google Scholar ID: SQbrRb4AAAAJ
University of Padova - Department of Statistical Sciences
Financial Econometrics
Empirical Finance
Systemic Risk
Asset Allocation
Risk 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
Publications
2 items
The Cointegrated Matrix Autoregressive Model
2026
Cited
0
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
2026
Cited
0
Co-authors
5 total
Monica BILLIO
Ca' Foscari University of Venice
Loriana Pelizzon
SAFE Goethe University Frankfurt and Ca' Foscari University of Venice
Francesco Ravazzolo
BI Norwegian Business School and Free University of Bozen-Bolzano
Sandra Paterlini
Department of Economics & Management, University of Trento
Roberto Rigobon
Professor Applied Economics, Sloan School, MIT
