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subject:"Risiko"
subject:"USA"
~person:"Audrino, Francesco"
~subject:"ARCH model"
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Risiko
USA
ARCH model
Estimation theory
24
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24
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12
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10
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10
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9
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Audrino, Francesco
Francq, Christian
28
Zakoïan, Jean-Michel
24
Teräsvirta, Timo
19
Hafner, Christian M.
18
Rahbek, Anders
18
Engle, Robert F.
17
Ardia, David
14
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13
Bauwens, Luc
12
Kumar, Dilip
12
Pesaran, M. Hashem
12
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11
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11
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11
Shephard, Neil G.
11
Bera, Anil K.
10
Nelson, Daniel B.
10
Silvennoinen, Annastiina
10
Carnero, M. Angeles
9
Diebold, Francis X.
9
Härdle, Wolfgang
9
Koopman, Siem Jan
9
Pedersen, Rasmus Søndergaard
9
Preminger, Arie
9
Swanson, Norman R.
9
Trojani, Fabio
9
Zadrozny, Peter A.
9
Dufour, Jean-Marie
8
Fiorentini, Gabriele
8
Ghysels, Eric
8
Hall, Bronwyn H.
8
Lütkepohl, Helmut
8
Peng, Liang
8
White, Halbert
8
Abadie, Alberto
7
Angrist, Joshua D.
7
Bailey, Natalia
7
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7
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7
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Working papers on finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
University of St. Gallen Department of Economics Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper
1
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ECONIS (ZBW)
18
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1
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
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/10003903350
Saved in:
4
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:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
6
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:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
8
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
9
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
1
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