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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie"
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Discussion paper / Tinbergen Institute
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Global equity market volatility spillovers : a broader role for the United State
Buncic, Daniel
;
Gisler, Katja I. M.
-
2015
Persistent link: https://www.econbiz.de/10011289264
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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
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3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
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4
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
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5
Carry trades: betting against safe haven
Kohler, Daniel
-
2007
Persistent link: https://www.econbiz.de/10003465236
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6
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
7
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003597922
Saved in:
8
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
9
Option pricing under time varying correlation with conditional dependence : a copula based approach to recover the index skew from the constituent dynamics
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
-
2010
Persistent link: https://www.econbiz.de/10009240321
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