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subject:"United States"
~isPartOf:"CIBER working paper"
~isPartOf:"Working papers on finance"
~person:"Audrino, Francesco"
~type:"book"
~type_genre:"Working Paper"
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United States
Estimation theory
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Schätztheorie
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ARCH model
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ARCH-Modell
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Prognoseverfahren
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USA
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Estimation
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Schätzung
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1990-2003
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1996-2003
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Aktienmarkt
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Dynamic programming
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Option trading
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Time series analysis
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US dollar
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US-Dollar
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Volatility
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Volatilität
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English
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Audrino, Francesco
Gentry, James A.
2
Colangelo, Dominik
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Corsi, Fulvio
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Trojani, Fabio
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CIBER working paper
Working papers on finance
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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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
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
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