//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Knaus, Simon D."
~subject:"Share price"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Audrino, Francesco"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
Cointegration
2
Kointegration
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Scientific modelling
2
Theory
2
Volatility
2
Volatilität
2
Heterogeneous autoregressive model
1
Lasso
1
Lasso heterogeneous autoregressive model
1
Model selection
1
Realized volatility
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Knaus, Simon D.
Audrino, Francesco
30
Corsi, Fulvio
8
Ballinari, Daniele
4
Camponovo, Lorenzo
3
Filipova, Kameliya
3
Hu, Yujia
3
Peluso, Stefano
3
Roth, Constantin
3
Sigrist, Fabio
3
Huitema, Robert
2
Ludwig, Markus
2
Medeiros, Marcelo C.
2
Bühlmann, Peter
1
De Giorgi, Enrico
1
Huang, Chen
1
Knaus, Simon
1
Kostrov, Alexander
1
Okhrin, Ostap
1
Ortega, Juan-Pablo
1
Sigrist, Fabio Roman Albert
1
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric reviews
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->