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~subject:"Elektronisches Handelssystem"
~subject:"Share price"
~type_genre:"Arbeitspapier"
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Elektronisches Handelssystem
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Audrino, Francesco
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Corsi, Fulvio
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Fengler, Matthias
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Hu, Yujia
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
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ECONIS (ZBW)
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An empirical analysis of the Ross recovery theorem
Audrino, Francesco
;
Huitema, Robert
;
Ludwig, Markus
-
2014
Persistent link: https://www.econbiz.de/10010440285
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2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
-
2013
Persistent link: https://www.econbiz.de/10009719695
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3
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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4
Volatility forecasting : downside risk, jumps and leverage effect
Audrino, Francesco
;
Hu, Yujia
-
2011
Persistent link: https://www.econbiz.de/10009509328
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