//--> //--> //-->
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
person:"Audrino, Francesco"
subject:"Volatilität"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~subject:"Market microstructure"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Market microstructure
Estimation theory
8
Schätztheorie
8
ARCH model
4
ARCH-Modell
4
USA
4
United States
4
Forecasting model
3
Prognoseverfahren
3
Aktienmarkt
2
Bond market
2
Correlation
2
Dynamic programming
2
Dynamische Optimierung
2
Estimation
2
Korrelation
2
Marktmikrostruktur
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Analyse
2
Multivariate analysis
2
Rentenmarkt
2
Schätzung
2
Stock market
2
Time series analysis
2
Zeitreihenanalyse
2
1990-2003
1
1996-2003
1
Adaptive lasso
1
Bias
1
Finite sample inference
1
Geldpolitik
1
Induktive Statistik
1
Modellierung
1
Monetary policy
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option trading
1
Optionsgeschäft
1
Oracle properties
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Audrino, Francesco
Corsi, Fulvio
2
Colangelo, Dominik
1
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Working papers on finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
3
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->