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person:"Fornari, Fabio"
subject:"Share price"
~person:"Audrino, Francesco"
~subject:"EU countries"
~subject:"United States"
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Share price
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Estimation theory
34
Schätztheorie
34
ARCH model
15
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15
Time series analysis
11
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11
Theorie
10
Theory
10
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1990-2003
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Fornari, Fabio
Audrino, Francesco
Pesaran, M. Hashem
17
Kapetanios, George
13
Tauchen, George Eugene
12
Bailey, Natalia
11
Mairesse, Jacques
11
Diebold, Francis X.
10
Linton, Oliver
10
Hautsch, Nikolaus
9
Maheswaran, S.
9
Swanson, Norman R.
9
Todorov, Viktor
9
Zadrozny, Peter A.
9
Allen, David E.
8
Bekaert, Geert
8
Hall, Bronwyn H.
8
Li, Jia
8
Nelson, Charles R.
8
Sentana, Enrique
8
Shephard, Neil G.
8
Stock, James H.
8
Angrist, Joshua D.
7
Caporale, Guglielmo Maria
7
Chen, Baoline
7
Corsi, Fulvio
7
Cox, Thomas Lee
7
Dufour, Jean-Marie
7
Faff, Robert W.
7
Gao, Jiti
7
Krämer, Walter
7
Malec, Peter
7
Runde, Ralf
7
Startz, Richard
7
Teräsvirta, Timo
7
Vella, Francis
7
Abadie, Alberto
6
Armah, Nii Ayi
6
Bauwens, Luc
6
Chavas, Jean-Paul
6
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
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1
Journal of foreign exchange and international finance : JFEIF
1
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ECONIS (ZBW)
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1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
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
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:
4
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:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
8
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:
9
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
10
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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