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person:"Lesage, James P."
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~person:"Audrino, Francesco"
~person:"Vahid, Farshid"
~subject:"Correlation"
~subject:"MCMC estimation"
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Prognoseverfahren
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Estimation theory
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Lesage, James P.
Audrino, Francesco
Vahid, Farshid
Corsi, Fulvio
2
Bühlmann, Peter
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Colangelo, Dominik
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Working papers on finance
4
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3
Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of geographical systems : geographical information, analysis, theory, and decision
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University of St. Gallen Department of Economics Discussion Paper
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
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2
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
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3
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
4
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
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