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person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~subject:"Dynamische Optimierung"
~subject:"Forecasting model"
~subject:"Multivariate analysis"
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Dynamische Optimierung
Forecasting model
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Estimation theory
13
Schätztheorie
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ARCH model
7
ARCH-Modell
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USA
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United States
7
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1990-2003
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1996-2003
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Option trading
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Audrino, Francesco
Marcellino, Massimiliano
14
Swanson, Norman R.
13
Huber, Florian
11
Koop, Gary
11
Hyndman, Rob J.
9
Härdle, Wolfgang
8
Shephard, Neil G.
8
Athanasopoulos, George
7
Cai, Zongwu
7
Clark, Todd E.
7
Corradi, Valentina
7
Croux, Christophe
7
Gao, Jiti
7
Rossi, Barbara
7
Vahid, Farshid
7
Dijk, Dick van
6
Jordà, Òscar
6
Koopman, Siem Jan
6
Diebold, Francis X.
5
Fiorentini, Gabriele
5
Guillén, Osmani Teixeira de Carvalho
5
Hallin, Marc
5
Issler, João Victor
5
Lunde, Asger
5
Mitchell, James
5
Sentana, Enrique
5
Trojani, Fabio
5
Amengual, Dante
4
Armah, Nii Ayi
4
Chevillon, Guillaume
4
Craig, Ben R.
4
Giacomini, Raffaella
4
Hansen, Peter Reinhard
4
Hendry, David F.
4
Keller, Joachim G.
4
Knüppel, Malte
4
Linton, Oliver
4
Magnus, Jan R.
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers on finance
4
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ECONIS (ZBW)
9
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1
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
3
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
4
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
8
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
9
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
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