//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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:
Subject
All
Estimation
13
Schätzung
13
Volatility
13
Volatilität
13
Forecasting model
9
Prognoseverfahren
9
Theorie
9
Theory
9
Time series analysis
9
Zeitreihenanalyse
9
Yield curve
8
Zinsstruktur
8
USA
7
United States
7
Capital income
6
Kapitaleinkommen
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Estimation theory
4
Schätztheorie
4
Aktienmarkt
3
Ankündigungseffekt
3
Anlageverhalten
3
Announcement effect
3
Behavioural finance
3
Interest rate
3
Macroeconomic variables
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Realized volatility
3
State space model
3
Stock market
3
Zins
3
Zustandsraummodell
3
Anleihe
2
Bond
2
more ...
less ...
Online availability
All
Undetermined
11
Free
4
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
30
Working Paper
30
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Article
1
more ...
less ...
Language
All
English
30
Author
All
Audrino, Francesco
30
Barone-Adesi, Giovanni
3
Corsi, Fulvio
3
Trojani, Fabio
3
Ballinari, Daniele
2
Camponovo, Lorenzo
2
De Giorgi, Enrico
2
Filipova, Kameliya
2
Huang, Chen
2
Ortega, Juan-Pablo
2
Roth, Constantin
2
Bühlmann, Peter
1
Chassot, Jonathan
1
Fengler, Matthias
1
Fernholz, Robert
1
Ferretti, Roberto G.
1
Hu, Yujia
1
Huitema, Robert
1
Knaus, Michael C.
1
Knaus, Simon D.
1
Kostrov, Alexander
1
Lechner, Michael
1
Ludwig, Markus
1
Medeiros, Marcelo C.
1
Mira, Antonietta
1
Offner, Eric A.
1
Okhrin, Ostap
1
Peluso, Stefano
1
Sigrist, Fabio
1
Sigrist, Fabio Roman Albert
1
Tetereva, Anastasija
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of applied econometrics
3
Journal of banking & finance
3
Econometric reviews
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Quantitative finance and economics
2
Annals of finance
1
Computational economics
1
Econometrics : open access journal
1
International journal of forecasting
1
International journal of sport finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What drives short rate dynamics? : a functional gradient descent approach
Audrino, Francesco
- In:
Computational economics
39
(
2012
)
3
,
pp. 315-335
Persistent link: https://www.econbiz.de/10009513144
Saved in:
2
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:
3
Strongest team favoritism in European national football : myth or reality?
Audrino, Francesco
- In:
International journal of sport finance
15
(
2020
)
3
,
pp. 137-152
Persistent link: https://www.econbiz.de/10013194024
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
A forecasting model for stock market diversity
Audrino, Francesco
;
Fernholz, Robert
;
Ferretti, Roberto G.
- In:
Annals of finance
3
(
2007
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10003425362
Saved in:
6
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:
7
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:
8
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. 138-149
Persistent link: https://www.econbiz.de/10009159099
Saved in:
9
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->