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Smooth Regimes, Macroeconomic...
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USA
Prognoseverfahren
83
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82
Forecasting model
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72
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forecasting
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Audrino, Francesco
21
Medeiros, Marcelo C.
10
Corsi, Fulvio
6
Trojani, Fabio
4
Colangelo, Dominik
3
McAleer, Michael
3
Asai, Manabu
2
Fernandes, Marcelo
2
Kostrov, Alexander
2
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2
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2
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1
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1
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1
Hu, Yujia
1
Kock, Anders Bredahl
1
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1
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
Working papers on finance
4
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3
Journal of applied econometrics
3
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
2
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. 999-1022
Persistent link: https://www.econbiz.de/10009408836
Saved in:
3
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/10003349357
Saved in:
4
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
5
Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco
;
Filipova, Kameliya
-
2009
Persistent link: https://www.econbiz.de/10003885820
Saved in:
6
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
7
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
8
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:
9
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
Saved in:
10
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
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