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Journal of applied econometrics
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
166
University of St. Gallen Department of Economics working paper series 2007
44
Working Paper
37
University of St. Gallen Department of Economics working paper series 2009
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29
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University of St. Gallen Department of Economics working paper series 2003
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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2
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10006954763
Saved in:
3
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
Saved in:
4
Modeling and forecasting short-term interest rates : the benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco
;
Medeiros, Marcelo C.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 999-1022
Persistent link: https://www.econbiz.de/10009408836
Saved in:
5
Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco
;
Medeiros, Marcelo C.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 999-1023
Persistent link: https://www.econbiz.de/10009290253
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