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type_genre:"Arbeitspapier"
~person:"Audrino, Francesco"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Prognoseverfahren
Theorie
Estimation theory
13
Schätztheorie
13
USA
12
United States
12
Estimation
10
Schätzung
10
Forecasting model
9
ARCH model
8
ARCH-Modell
8
Time series analysis
7
Zeitreihenanalyse
7
Correlation
5
Korrelation
5
Modellierung
5
Scientific modelling
5
1990-2003
4
Theory
4
Volatility
4
Volatilität
4
Aktienmarkt
3
Bond market
3
Dynamic programming
3
Dynamische Optimierung
3
Market microstructure
3
Marktmikrostruktur
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate Analyse
3
Multivariate analysis
3
Option trading
3
Optionsgeschäft
3
Rentenmarkt
3
Stock market
3
Yield curve
3
Zinsstruktur
3
1996-2003
2
Adaptive lasso
2
Bias
2
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12
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Book / Working Paper
12
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Arbeitspapier
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
8
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8
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English
12
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Audrino, Francesco
Härdle, Wolfgang
95
Pesaran, M. Hashem
73
Marcellino, Massimiliano
59
McAleer, Michael
50
Caporale, Guglielmo Maria
47
Franses, Philip Hans
47
Gil-Alaña, Luis A.
39
Heckman, James J.
39
Kilian, Lutz
37
Koopman, Siem Jan
36
Phillips, Peter C. B.
34
Swanson, Norman R.
31
Hautsch, Nikolaus
28
Lucas, André
28
Pierdzioch, Christian
27
Schorfheide, Frank
27
Dijk, Herman K. van
26
Gupta, Rangan
26
Timmermann, Allan
26
Berg, Gerard J. van den
25
Gouriéroux, Christian
25
Huber, Florian
25
Maravall Herrero, Agustín
25
Imbens, Guido
24
Blundell, Richard W.
23
Diebold, Francis X.
23
Koop, Gary
23
Rubio-Ramírez, Juan Francisco
23
Jordà, Òscar
22
Kapetanios, George
22
Linton, Oliver
22
Polasek, Wolfgang
22
Breitung, Jörg
21
Dijk, Dick van
21
Lütkepohl, Helmut
21
Stahlecker, Peter
21
Clark, Todd E.
20
Egger, Peter
20
Jenkins, Stephen
20
Kleibergen, Frank
20
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Working papers on finance
4
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All
ECONIS (ZBW)
12
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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
Saved in:
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
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:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
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