//--> //--> //-->
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
~source:"olc"
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
The Stability of Factor Models...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
7
Language
All
Undetermined
7
Author
All
Audrino, Francesco
7
Barone-Adesi, Giovanni
2
Trojani, Fabio
2
Medeiros, Marcelo C.
1
Published in...
All
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Computational economics
1
Journal of banking & finance
1
Journal of forecasting
1
Source
All
OLC EcoSci
ECONIS (ZBW)
95
RePEc
46
USB Cologne (business full texts)
11
USB Cologne (EcoSocSci)
4
EconStor
2
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-978
Persistent link: https://www.econbiz.de/10005879003
Saved in:
2
Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579
Persistent link: https://www.econbiz.de/10007393853
Saved in:
3
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 138-150
Persistent link: https://www.econbiz.de/10008817709
Saved in:
4
Tree-Structured Multiple Regimes in Interest Rates
Audrino, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10008222497
Saved in:
5
What Drives Short Rate Dynamics? A Functional Gradient Descent Approach
Audrino, Francesco
- In:
Computational economics
39
(
2012
)
3
,
pp. 315-336
Persistent link: https://www.econbiz.de/10009839637
Saved in:
6
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
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->