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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Textos para discussão
644
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
47
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
21
Econometric reviews
10
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
9
Working Paper
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International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
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Texto para discussão / Instituto de Pesquisa Econômica Aplicada
8
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
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SSE EFI working paper series in economics and finance
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University of St. Gallen Department of Economics working paper series 2007
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Computational Statistics & Data Analysis
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Journal of Financial Econometrics
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Journal of Business & Economic Statistics
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Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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2
Beta regimes for the yield curve
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 456-490
Persistent link: https://www.econbiz.de/10003518504
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
Saved in:
4
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
5
The stability of factor models of interest rates
Audrino, Francesco
;
Barone-Adesi, Giovanni
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 422-441
Persistent link: https://www.econbiz.de/10002989126
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