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subject:"USA"
~person:"Audrino, Francesco"
~subject:"Maximum likelihood estimation"
~subject:"Statistische Verteilung"
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USA
Maximum likelihood estimation
Statistische Verteilung
Estimation theory
24
Schätztheorie
24
ARCH model
12
ARCH-Modell
12
Time series analysis
10
Zeitreihenanalyse
10
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9
Prognoseverfahren
9
United States
9
Estimation
7
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7
Dynamic programming
5
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5
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5
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4
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1990-2003
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1996-2003
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Audrino, Francesco
Phillips, Peter C. B.
30
Koopman, Siem Jan
24
Pesaran, M. Hashem
23
Lee, Lung-fei
20
Einmahl, John H. J.
17
Sentana, Enrique
17
Chernozhukov, Victor
14
Swanson, Norman R.
14
Fiorentini, Gabriele
13
Lucas, André
13
Zakoïan, Jean-Michel
13
Diebold, Francis X.
12
McAleer, Michael
12
White, Halbert
12
Wu, Ximing
12
Bailey, Natalia
11
Francq, Christian
11
Härdle, Wolfgang
11
Mairesse, Jacques
11
Hall, Bronwyn H.
10
Hayakawa, Kazuhiko
10
Parmeter, Christopher F.
10
Wooldridge, Jeffrey M.
10
Bera, Anil K.
9
Blasques, Francisco
9
Dufour, Jean-Marie
9
Gao, Jiti
9
Griliches, Zvi
9
Harvey, Andrew C.
9
Nielsen, Morten Ørregaard
9
Pfaffermayr, Michael
9
Stock, James H.
9
Tsionas, Efthymios G.
9
Zadrozny, Peter A.
9
Baltagi, Badi H.
8
Bandi, Federico M.
8
Bao, Yong
8
Fernández-Val, Iván
8
Jin, Fei
8
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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
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
5
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:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
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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