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person:"Audrino, Francesco"
subject:"Volatilität"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
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9
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9
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Audrino, Francesco
Linton, Oliver
78
Gao, Jiti
68
Härdle, Wolfgang
53
Chen, Xiaohong
48
Cai, Zongwu
41
Li, Qi
36
Hoderlein, Stefan
33
Horowitz, Joel
33
Newey, Whitney K.
33
Su, Liangjun
32
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31
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31
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31
Simar, Léopold
31
Racine, Jeffrey
30
Lewbel, Arthur
28
Van Keilegom, Ingrid
26
Escanciano, Juan Carlos
25
Pesaran, M. Hashem
24
Kumbhakar, Subal
23
Li, Degui
23
Mammen, Enno
23
White, Halbert
23
Dette, Holger
22
Hu, Yingyao
22
Jochmans, Koen
21
Koopman, Siem Jan
21
Kristensen, Dennis
21
Marcellino, Massimiliano
21
Breunig, Christoph
20
Chernozhukov, Victor
20
Gouriéroux, Christian
20
Lee, Sokbae
20
Parmeter, Christopher F.
20
Tsionas, Efthymios G.
20
Vella, Francis
20
Henderson, Daniel J.
19
Hsu, Yu-Chin
19
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working papers on finance
2
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ECONIS (ZBW)
6
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1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
2
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
4
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
5
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:
6
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:
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