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~isPartOf:"Discussion paper / University of St. Gallen, Department of Economics"
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Discussion paper / University of St. Gallen, Department of Economics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
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University of St. Gallen Department of Economics working paper series 2007
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University of St. Gallen, Department of Economics, Discussion Paper
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University of St. Gallen Department of Economics working paper series 2008
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
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2008
Persistent link: https://www.econbiz.de/10004478795
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2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
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2007
Persistent link: https://www.econbiz.de/10004909254
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3
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
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2008
Persistent link: https://www.econbiz.de/10004911116
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4
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
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2008
Persistent link: https://www.econbiz.de/10004918358
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