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person:"Audrino, Francesco"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Lechner, Michael"
~subject:"Market microstructure"
~subject:"Schätzung"
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Audrino, Francesco
Lechner, Michael
Corsi, Fulvio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Discussion paper series / IZA
3
Working papers on finance
3
IZA Discussion Paper
2
Labour economics : official journal of the European Association of Labour Economists
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A modern guide to sports economics
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CESifo Working Paper Series
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
2
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
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