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person:"Audrino, Francesco"
subject:"Volatilität"
~isPartOf:"Working papers on finance"
~person:"Lechner, Michael"
~subject:"Market microstructure"
~subject:"Schätzung"
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Audrino, Francesco
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Working papers on finance
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
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3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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A modern guide to sports economics
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
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2
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:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
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