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person:"Audrino, Francesco"
subject:"Volatilität"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Audrino, Francesco
Linton, Oliver
36
Li, Qi
33
Su, Liangjun
27
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24
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22
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10
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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
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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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