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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Audrino, Francesco"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Theorie"
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Volatilität
Capital income
Estimation theory
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Corsi, Fulvio
Audrino, Francesco
Chen, Yi-ting
3
Francq, Christian
3
Engle, Robert F.
2
Frederiksen, Per
2
Gallant, A. Ronald
2
Horváth, Lajos
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Härdle, Wolfgang
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Zakoïan, Jean-Michel
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Bos, Charles S.
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Bu, Ruijun
1
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Candelon, Bertrand
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Cappiello, Lorenzo
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Carrasco, Marine
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Chen, Jiaqin
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Conrad, Christian A.
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Croux, Christophe
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Working papers on finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Quaderni del Dipartimento di economia politica e statistica
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Quantitative finance and economics
1
Research paper series / Swiss Finance Institute
1
University of St. Gallen Department of Economics Discussion Paper
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A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
2
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:
3
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:
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