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Splines for financial volatility
Audrino, Francesco; Bühlmann, Peter - 2008
Persistent link: https://www.econbiz.de/10003903347
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2008
Persistent link: https://www.econbiz.de/10003903349
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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
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Realized correlation tick-by-tick
Corsi, Fulvio; Audrino, Francesco - 2007
Persistent link: https://www.econbiz.de/10003419771
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Splines for financial volatility
Audrino, Francesco; Bühlmann, Peter - 2007
Persistent link: https://www.econbiz.de/10003465238
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A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674253
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Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674257
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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/10003676667
Cover Image
Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2007
Persistent link: https://www.econbiz.de/10003597924
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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