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~person:"Audrino, Francesco"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Audrino, Francesco
Foucault, Thierry
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
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2013
Persistent link: https://www.econbiz.de/10009719695
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Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009719912
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