//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers on finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Yield Curve Predictability, Re...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
5
Schätztheorie
5
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
1990-2003
2
Correlation
2
Korrelation
2
Time series analysis
2
Zeitreihenanalyse
2
1996-2003
1
Aktienmarkt
1
Bias
1
Bond market
1
Dynamic programming
1
Dynamische Optimierung
1
Market microstructure
1
Marktmikrostruktur
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option trading
1
Optionsgeschäft
1
Rentenmarkt
1
Scientific modelling
1
Stock market
1
Systematischer Fehler
1
Theorie
1
Theory
1
US dollar
1
US-Dollar
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Audrino, Francesco
6
Corsi, Fulvio
2
Trojani, Fabio
2
Bühlmann, Peter
1
Colangelo, Dominik
1
Published in...
All
Working papers on finance
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
45
University of St. Gallen Department of Economics working paper series 2009
33
University of St. Gallen Department of Economics working paper series 2010
33
University of St. Gallen Department of Economics working paper series 2002
29
University of St. Gallen Department of Economics working paper series 2006
27
University of St. Gallen Department of Economics working paper series 2005
25
University of St. Gallen Department of Economics working paper series 2008
25
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
21
University of St. Gallen Department of Economics working paper series 2003
20
University of St. Gallen Department of Economics working paper series 2004
19
Working Paper
9
Journal of applied econometrics
5
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
5
Computational Statistics & Data Analysis
4
Discussion paper / University of St. Gallen, Department of Economics
4
Journal of Financial Econometrics
4
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
University of St. Gallen, Department of Economics, Discussion Paper
4
FINRISK Working Paper Series
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
3
Journal of Business & Economic Statistics
3
Computational economics
2
Econometric reviews
2
International review of financial analysis
2
Journal of Applied Econometrics
2
Journal of financial econometrics
2
Journal of forecasting
2
Journal of the Royal Statistical Society Series B
2
Quantitative finance and economics
2
University of St. Gallen Economics Discussion Paper
2
Annals of Finance
1
Annals of finance
1
Computational Economics
1
Computational Management Science
1
Computing in Economics and Finance 2005
1
Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
4
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
Saved in:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->