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~person:"Audrino, Francesco"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Audrino, Francesco
McAleer, Michael
39
Ravazzolo, Francesco
26
Dijk, Herman K. van
23
Johansen, Søren
19
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17
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Schorfheide, Frank
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
-
2010
Persistent link: https://www.econbiz.de/10008667690
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
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3
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
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4
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
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5
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003723942
Saved in:
6
Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco
;
Camponovo, Lorenzo
-
2013
Persistent link: https://www.econbiz.de/10010245672
Saved in:
7
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
-
2012
Persistent link: https://www.econbiz.de/10009719911
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