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subject:"CAPM"
subject:"USA"
~person:"Audrino, Francesco"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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CAPM
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Estimation theory
24
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Audrino, Francesco
Diebold, Francis X.
21
Swanson, Norman R.
21
Koopman, Siem Jan
20
Tauchen, George Eugene
20
Todorov, Viktor
19
Li, Jia
17
Kan, Raymond
16
Kumar, Dilip
16
Li, Yingying
15
Maheswaran, S.
15
Robotti, Cesare
15
Teräsvirta, Timo
15
Brandt, Michael W.
14
Dufour, Jean-Marie
14
Engle, Robert F.
14
Ghysels, Eric
14
Kim, Donggyu
14
Pesaran, M. Hashem
14
Hafner, Christian M.
13
Singleton, Kenneth J.
12
Härdle, Wolfgang
11
Linton, Oliver
11
Mairesse, Jacques
11
Mancino, Maria Elvira
11
Renault, Eric
11
Sentana, Enrique
11
Andersen, Torben
10
Bollerslev, Tim
10
Daníelsson, Jón
10
Hautsch, Nikolaus
10
Lucas, André
10
McAleer, Michael
10
Shephard, Neil G.
10
Silvennoinen, Annastiina
10
Wang, Yazhen
10
Bailey, Natalia
9
Caporale, Guglielmo Maria
9
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9
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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
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ECONIS (ZBW)
9
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1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
2
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:
3
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:
4
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:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
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
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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