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subject:"United States"
subject:"Volatility"
~person:"Audrino, Francesco"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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United States
Volatility
ARCH model
Estimation theory
24
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24
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12
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10
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10
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9
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Audrino, Francesco
Francq, Christian
28
Hafner, Christian M.
24
Koopman, Siem Jan
24
Zakoïan, Jean-Michel
24
Diebold, Francis X.
21
Rahbek, Anders
20
Teräsvirta, Timo
20
Todorov, Viktor
19
Engle, Robert F.
18
Linton, Oliver
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Nelson, Daniel B.
15
Ardia, David
14
Härdle, Wolfgang
14
Maheswaran, S.
14
McAleer, Michael
14
Sheppard, Kevin
14
Bollerslev, Tim
13
Brandt, Michael W.
13
Cavaliere, Giuseppe
13
Sentana, Enrique
13
Bauwens, Luc
12
Ghysels, Eric
12
Kim, Donggyu
12
Shephard, Neil G.
12
Spokojnyj, Vladimir G.
12
Fan, Jianqing
11
Fiorentini, Gabriele
11
Kristensen, Dennis
11
Lucas, André
11
Mairesse, Jacques
11
Mancino, Maria Elvira
11
Pedersen, Rasmus Søndergaard
11
Silvennoinen, Annastiina
11
Andersen, Torben
10
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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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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)
18
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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
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:
4
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:
5
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:
6
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:
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
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
9
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
1
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