Davide Caputo

Data Reply UK

Business Unit Manager

SCHOLARLY PAPERS

2

DOWNLOADS

478

TOTAL CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

GARJI volatility-based predictive causal networks in corporate credit markets

Number of pages: 34 Posted: 10 Feb 2025 Last Revised: 12 Feb 2025
Mishel Qyrana, Mirko Mattesi, Enrico Piccolini, Luca Asproni, Chiara Carrara, Enrico Kuchler and Davide Caputo
Generali Asset Management, Data Reply s.r.l., Generali Asset Management, Data Reply s.r.l., University of Pavia, Generali Asset Management and Data Reply UK
Downloads 327 (200,665)

Abstract:

Loading...

Systemic risk, Stock Market Crashes, Entropy, Connectedness, Financial markets, Portfolio management, Volatility Forecasting, Financial Machine Learning JEL Classification: C45, C51, C52, C53, C61, C63, C67

2.

Predictive Causal Networks in Corporate Credit Markets

Number of pages: 32 Posted: 31 Mar 2025
Mirko Mattesi, Mishel Qyrana, Enrico Piccolini, Luca Asproni, Chiara Carrara, Enrico Kuchler and Davide Caputo
Data Reply s.r.l., Generali Asset Management, Generali Asset Management, Data Reply s.r.l., University of Pavia, Generali Asset Management and Data Reply UK
Downloads 151 (424,504)

Abstract:

Loading...

Systemic risk, Stock Market Crashes, Entropy, Connectedness, Financial markets, Portfolio management