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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Audrino, Francesco"
~person:"Brandt, Michael W."
~subject:"Monte Carlo simulation"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Audrino, Francesco
Brandt, Michael W.
Gao, Jiti
40
Koopman, Siem Jan
33
Phillips, Peter C. B.
28
Nielsen, Morten Ørregaard
25
Maravall Herrero, Agustín
23
Johansen, Søren
22
Franses, Philip Hans
21
Lütkepohl, Helmut
21
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21
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21
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18
Härdle, Wolfgang
17
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17
Peng, Bin
17
Gouriéroux, Christian
16
Pesaran, M. Hashem
16
Schorfheide, Frank
15
Swanson, Norman R.
15
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13
Sentana, Enrique
13
Diebold, Francis X.
12
Herbst, Edward P.
12
Ooms, Marius
12
Bauwens, Luc
11
Croux, Christophe
11
Dijk, Herman K. van
11
Gómez, Víctor
11
Koop, Gary
11
Linton, Oliver
11
Marcellino, Massimiliano
11
Martin, Gael M.
11
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11
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11
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10
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10
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10
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9
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
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ECONIS (ZBW)
16
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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
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
6
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
7
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:
8
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
10
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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