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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~subject:"ARCH-Modell"
~subject:"MCMC estimation"
~subject:"USA"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
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MCMC estimation
USA
Estimation theory
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25
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10
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8
Time series analysis
8
Zeitreihenanalyse
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7
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Lesage, James P.
Audrino, Francesco
Swanson, Norman R.
22
Marcellino, Massimiliano
17
Koopman, Siem Jan
14
Koop, Gary
13
Pesaran, M. Hashem
13
Corradi, Valentina
12
Diebold, Francis X.
12
Engle, Robert F.
12
Gao, Jiti
12
Huber, Florian
12
Linton, Oliver
11
Phillips, Peter C. B.
11
Clark, Todd E.
10
Hafner, Christian M.
10
Hyndman, Rob J.
10
Rahbek, Anders
10
Sheppard, Kevin
10
Teräsvirta, Timo
10
Dijk, Dick van
9
Jordà, Òscar
9
Kapetanios, George
9
McCracken, Michael W.
9
Shephard, Neil G.
9
Zadrozny, Peter A.
9
Ardia, David
8
Cai, Zongwu
8
Croux, Christophe
8
Fiorentini, Gabriele
8
Francq, Christian
8
Knüppel, Malte
8
Mairesse, Jacques
8
Ooms, Marius
8
Rossi, Barbara
8
Sentana, Enrique
8
Xu, Ke-Li
8
Zakoïan, Jean-Michel
8
Athanasopoulos, George
7
Bauwens, Luc
7
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Working papers on finance
5
Working papers in regional science
3
University of St. Gallen Department of Economics Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper
1
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ECONIS (ZBW)
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1
Network dependence in multi-indexed data on international trade flows
Lesage, James P.
;
Fischer, Manfred M.
-
2020
Persistent link: https://www.econbiz.de/10012253309
Saved in:
2
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2019
Persistent link: https://www.econbiz.de/10011988322
Saved in:
3
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2017
Persistent link: https://www.econbiz.de/10011926160
Saved in:
4
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
5
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
6
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/10003903350
Saved in:
7
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
Saved in:
8
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:
9
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:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
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