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subject:"Monte Carlo simulation"
~person:"Audrino, Francesco"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Statistical test"
~subject:"Stock market"
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Monte Carlo simulation
Kleinste-Quadrate-Methode
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Estimation theory
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Audrino, Francesco
Phillips, Peter C. B.
42
Dufour, Jean-Marie
28
Andrews, Donald W. K.
26
Baltagi, Badi H.
25
Ringle, Christian M.
24
Sarstedt, Marko
23
Sentana, Enrique
23
Shi, Xiaoxia
22
Wolf, Michael
22
Sun, Yixiao
20
Bugni, Federico A.
19
Kiviet, J. F.
19
Pesaran, M. Hashem
19
Gao, Jiti
18
Guggenberger, Patrik
18
Kao, Chihwa
18
Schorfheide, Frank
18
Canay, Ivan A.
17
Cai, Zongwu
16
Hsu, Yu-Chin
16
Kitagawa, Toru
16
Amengual, Dante
15
Bera, Anil K.
15
Chernozhukov, Victor
15
Kapetanios, George
15
Khalaf, Lynda
15
Kristensen, Dennis
15
Lechner, Michael
15
White, Halbert
15
Fiorentini, Gabriele
14
Horowitz, Joel
14
Huber, Martin
14
McAleer, Michael
14
Su, Liangjun
14
Kleibergen, Frank
13
Xu, Ke-Li
13
Chen, Xiaohong
12
Hair, Joseph F.
12
Herbst, Edward P.
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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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
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
5
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
6
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:
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