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person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~subject:"Estimation"
~subject:"Multivariate analysis"
~subject:"Nonparametric statistics"
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Audrino, Francesco
Gao, Jiti
46
Härdle, Wolfgang
46
Linton, Oliver
42
Chen, Xiaohong
30
Newey, Whitney K.
24
Cai, Zongwu
23
Hoderlein, Stefan
22
Dette, Holger
20
Horowitz, Joel
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Kapetanios, George
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18
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17
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Simar, Léopold
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Mammen, Enno
14
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Feng, Yuanhua
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Hallin, Marc
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Hu, Yingyao
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Lechner, Michael
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Lee, Sokbae
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Neumeyer, Natalie
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Vella, Francis
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Berg, Gerard J. van den
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Fernández-Val, Iván
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Scaillet, Olivier
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Fang, Ying
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
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2
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
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3
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:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
5
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:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
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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