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type:"book"
type_genre:"Working Paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working papers on finance"
~person:"Trojani, Fabio"
~subject:"ARCH model"
~subject:"Share price"
~subject:"Zinsstruktur"
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Trojani, Fabio
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working papers on finance
Research paper series / Swiss Finance Institute
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
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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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2
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674261
Saved in:
3
Robust value at risk prediction
Mancini, Loriano
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674273
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