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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Audrino, Francesco"
~person:"Brandt, Michael W."
~subject:"Germany"
~subject:"Monte Carlo simulation"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Audrino, Francesco
Brandt, Michael W.
Lechner, Michael
15
Koopman, Siem Jan
13
Schorfheide, Frank
12
Härdle, Wolfgang
11
Diebold, Francis X.
9
Herbst, Edward P.
9
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8
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8
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8
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8
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7
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7
Kitagawa, Toru
7
Marcellino, Massimiliano
7
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7
Shephard, Neil G.
7
Teräsvirta, Timo
7
Advani, Arun
6
Brecht, Beatrix
6
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6
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6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Hautsch, Nikolaus
6
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6
Matlin, Ethan
6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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Rodney L. White Center for Financial Research
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
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ECONIS (ZBW)
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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
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
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
8
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
9
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
10
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
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