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Massimiliano Caporin
Professor of Economic Statistics
Department of Statistical Sciences
University of Padova
massimiliano.caporin@unipd.it
Research interests
Financial time series analysis, risk management, market risk, systemic risk, univariate and multivariate volatility models, quantitative portfolio allocation strategies, managed portfolios performance measurement, high frequency data analysis and trading strategies, dynamic models for energy and weather applications
Useful links
Department of Statistical Sciences
