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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Trojani, Fabio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Research paper series / Swiss Finance Institute
54
Working Paper
53
Swiss Finance Institute Research Paper
36
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Journal of econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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FINRISK Working Paper Series
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of financial studies
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics
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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
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2
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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4
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
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5
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
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