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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Audrino, Francesco
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Corsi, Fulvio
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De Giorgi, Enrico
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Trojani, Fabio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
13
Working papers on finance
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Econometric reviews
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Journal of applied econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The journal of computational finance
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University of St. Gallen Department of Economics Discussion Paper
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University of St. Gallen Department of Economics and Political Science Discussion Paper
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Working paper / Institute for Empirical Research in Economics, University of Zürich
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
2
Beta regimes for the yield curve
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 456-490
Persistent link: https://www.econbiz.de/10003518504
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
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