Robust estimation of skewness and kurtosis in distributions with infinite higher moments

von Bonato, Matteo
Veröffentlicht in Finance research letters (2011)

Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?

von Bonato, Matteo
Veröffentlicht in Journal of international financial markets, institutions & money (2019)

Forecasting realized (co)variances with a block structure Wishart autoregressive model

von Bonato, Matteo
Veröffentlicht 2009

Risk spillovers in international equity portfolios

von Bonato, Matteo
Veröffentlicht in Journal of empirical finance (2013)

Risk spillovers in international equity portfolios

von Bonato, Matteo
Veröffentlicht 2012

Climate risks and realized volatility of major commodity currency exchange rates

von Bonato, Matteo
Veröffentlicht in Journal of financial markets (2023)

Do oil-price shocks predict the realized variance of U.S. REITs?

von Bonato, Matteo
Veröffentlicht in Energy economics (2021)

Geopolitical risks and stock market dynamics of the BRICS

von Balcilar, Mehmet
Veröffentlicht in Economic systems (2018)

Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach

von Apergēs, Nikolaos
Veröffentlicht in Defence and peace economics (2018)

Climate risks and state-level stock market realized volatility

von Bonato, Matteo
Veröffentlicht in Journal of financial markets (2023)

A note on investor happiness and the predictability of realized volatility of gold

von Bonato, Matteo
Veröffentlicht in Finance research letters (2021)

Moments-based spillovers across gold and oil markets

von Bonato, Matteo
Veröffentlicht in Energy economics (2020)