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subject:"Regression analysis"
type_genre:"Lehrbuch"
~person:"Audrino, Francesco"
~subject:"Forecasting model"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Regression analysis
Forecasting model
Estimation theory
13
Schätztheorie
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ARCH model
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ARCH-Modell
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USA
7
United States
7
Prognoseverfahren
6
Estimation
4
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4
Aktienmarkt
3
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3
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3
Dynamic programming
3
Dynamische Optimierung
3
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Market microstructure
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Marktmikrostruktur
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Multivariate Analyse
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Multivariate analysis
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Rentenmarkt
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1990-2003
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1996-2003
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Option trading
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Optionsgeschäft
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Systematischer Fehler
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US dollar
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US-Dollar
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Audrino, Francesco
Dette, Holger
37
Härdle, Wolfgang
36
Phillips, Peter C. B.
31
Gao, Jiti
22
Chernozhukov, Victor
20
Croux, Christophe
17
Marcellino, Massimiliano
16
Linton, Oliver
15
Arai, Yoichi
14
Cai, Zongwu
14
Swanson, Norman R.
14
Weidner, Martin
14
Huber, Florian
12
Koop, Gary
12
Otsu, Taisuke
12
Hyndman, Rob J.
11
Neumeyer, Natalie
11
Belloni, Alexandre
10
Hansen, Christian Bailey
10
Jochmans, Koen
10
Kapetanios, George
10
Sperlich, Stefan
10
Van Keilegom, Ingrid
10
Yang, Lijian
10
Cattaneo, Matias D.
9
Fernández-Val, Iván
9
Pesaran, M. Hashem
9
Arnold, Bernhard
8
Corradi, Valentina
8
Feng, Yuanhua
8
Florens, Jean-Pierre
8
Mammen, Enno
8
Newey, Whitney K.
8
Nielsen, Bent
8
Stahlecker, Peter
8
Winkelmann, Rainer
8
Čížek, Pavel
8
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7
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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
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ECONIS (ZBW)
7
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1
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
3
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
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
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
7
Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco
;
Camponovo, Lorenzo
-
2013
Persistent link: https://www.econbiz.de/10010245672
Saved in:
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