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researcher

Massimiliano Caporin

6 papers hereh-index 313.7k citations214 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author2
  • last author2

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • stat.AP2
  • econ.EM1
  • q-fin.PR1
  • q-fin.TR1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedOption pricing with non-Gaussian scaling and infinite-state switching volatility

4 citations · 4 across the 5 of their papers we have counts for

collaborators
Showing econ.EMShow all

1 paper · 1 filter

econ.EM2026

The Cointegrated Matrix Autoregressive Model

Emanuele Lopetuso, Massimiliano Caporin

Traditional econometric analyzes represent observations as vectors despite the inherent complexity of empirical data structures. When data are organized along dual classification d…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.