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type_genre:"Arbeitspapier"
~person:"Audrino, Francesco"
~subject:"Multivariate Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Search: subject_exact:"Schätzmethode"
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Multivariate Analyse
Prognoseverfahren
Schätzung
Estimation theory
13
Schätztheorie
13
USA
12
United States
12
Estimation
10
Forecasting model
9
ARCH model
8
ARCH-Modell
8
Time series analysis
7
Zeitreihenanalyse
7
Correlation
5
Korrelation
5
Modellierung
5
Scientific modelling
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1990-2003
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Aktienmarkt
3
Bond market
3
Dynamic programming
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Dynamische Optimierung
3
Market microstructure
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Marktmikrostruktur
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Multivariate analysis
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Option trading
3
Optionsgeschäft
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Rentenmarkt
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Stock market
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Yield curve
3
Zinsstruktur
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1996-2003
2
Adaptive lasso
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Bias
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Arbeitspapier
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Audrino, Francesco
Caporale, Guglielmo Maria
186
Belke, Ansgar
158
Wagner, Joachim
142
Gil-Alaña, Luis A.
133
Pesaran, M. Hashem
97
Schneider, Friedrich
95
McAleer, Michael
90
Schnabel, Claus
88
Berg, Gerard J. van den
85
Ours, Jan C. van
77
Buch, Claudia M.
76
Winter-Ebmer, Rudolf
75
Marcellino, Massimiliano
74
Addison, John T.
73
Heckman, James J.
72
Lechner, Michael
70
Härdle, Wolfgang
68
Nunnenkamp, Peter
65
Puhani, Patrick A.
64
Bauer, Thomas K.
62
Riphahn, Regina T.
62
Woessmann, Ludger
62
Fitzenberger, Bernd
61
Rycx, François
61
Van Reenen, John
61
Gupta, Rangan
60
Egger, Peter
59
Görg, Holger
59
Blundell, Richard W.
58
Kaiser, Ulrich
58
Rose, Andrew
58
Schmidt, Christoph M.
56
Salvanes, Kjell G.
55
Cheung, Yin-Wong
53
Dreher, Axel
53
Tansel, Aysıt
53
Pierdzioch, Christian
52
Czarnitzki, Dirk
51
Jenkins, Stephen
51
Koopman, Siem Jan
51
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
10
Working papers on finance
5
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ECONIS (ZBW)
15
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1
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
-
2015
Persistent link: https://www.econbiz.de/10011289179
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2
Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco
;
Filipova, Kameliya
-
2009
Persistent link: https://www.econbiz.de/10003885820
Saved in:
3
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
4
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
5
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
7
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
Saved in:
8
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003723942
Saved in:
9
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:
10
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:
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