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Tree-Structured Multiple Regimes in Interest Rates
Audrino, Francesco - In: Journal of Business & Economic Statistics 24 (2006) July, pp. 338-353
Persistent link: https://www.econbiz.de/10005430056
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2007
Persistent link: https://www.econbiz.de/10004909254
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Modeling tick-by-tick realized correlations
Audrino, Francesco; Corsi, Fulvio - 2008
Persistent link: https://www.econbiz.de/10004911116
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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/10004918358
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How does post-earnings announcement sentiment affect firms' dynamics? : new evidence from causal machine learning
Audrino, Francesco; Chassot, Jonathan; Huang, Chen; … - In: Journal of financial econometrics 22 (2024) 3, pp. 575-604
Persistent link: https://www.econbiz.de/10015045165
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Quantifying uncertainty: a new era of measurement through large language models
Audrino, Francesco; Gentner, Jessica; Stalder, Simon - 2024
Persistent link: https://www.econbiz.de/10015081046