//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~subject:"Estimation"
~subject:"Multivariate analysis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Multivariate analysis
Estimation theory
17
Schätztheorie
17
ARCH model
9
ARCH-Modell
9
USA
9
United States
9
Forecasting model
7
Prognoseverfahren
7
Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
Bond market
4
Correlation
4
Dynamic programming
4
Dynamische Optimierung
4
Korrelation
4
Market microstructure
4
Marktmikrostruktur
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Multivariate Analyse
4
Rentenmarkt
4
Aktienmarkt
3
Stock market
3
US dollar
3
US-Dollar
3
Yield curve
3
Zinsstruktur
3
1990-2003
2
1996-2003
2
Bias
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option trading
2
Optionsgeschäft
2
Systematischer Fehler
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz in Zeitschrift
3
Language
All
English
10
Author
All
Audrino, Francesco
Gao, Jiti
37
Linton, Oliver
28
Kapetanios, George
25
Pesaran, M. Hashem
24
Cai, Zongwu
23
Härdle, Wolfgang
23
Marcellino, Massimiliano
19
Hsu, Yu-Chin
18
Koop, Gary
15
Kumbhakar, Subal
15
Tauchen, George Eugene
15
Lütkepohl, Helmut
14
Su, Liangjun
14
Hafner, Christian M.
12
Hoderlein, Stefan
12
Jochmans, Koen
12
Phillips, Peter C. B.
12
Sentana, Enrique
12
Shephard, Neil G.
12
Todorov, Viktor
12
Weidner, Martin
12
Baltagi, Badi H.
11
Berg, Gerard J. van den
11
Diebold, Francis X.
11
Fang, Ying
11
Gouriéroux, Christian
11
Kitagawa, Toru
11
Lechner, Michael
11
Card, David E.
10
Fernández-Val, Iván
10
Herwartz, Helmut
10
Huber, Florian
10
Koopman, Siem Jan
10
Lee, David S.
10
Pei, Zhuan
10
Zakoïan, Jean-Michel
10
Hautsch, Nikolaus
9
Hsiao, Cheng
9
Kumar, Dilip
9
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
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
Saved in:
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:
8
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
9
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 138-149
Persistent link: https://www.econbiz.de/10009159099
Saved in:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->