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Audrino, Francesco
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Barone-Adesi, Giovanni
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Fengler, Matthias
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Tetereva, Anastasija
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Journal of banking & finance
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
21
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
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Working Paper
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University of St. Gallen Department of Economics working paper series 2007
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Discussion paper / University of St. Gallen, Department of Economics
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Journal of Financial Econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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University of St. Gallen, Department of Economics, Discussion Paper
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Journal of Business & Economic Statistics
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University of St. Gallen Department of Economics working paper series 2008
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University of St. Gallen Department of Economics working paper series 2009
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Sentiment spillover effects for US and European companies
Audrino, Francesco
;
Tetereva, Anastasija
- In:
Journal of banking & finance
106
(
2019
),
pp. 542-567
Persistent link: https://www.econbiz.de/10012224348
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
3
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-977
Persistent link: https://www.econbiz.de/10002601077
Saved in:
4
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-978
Persistent link: https://www.econbiz.de/10005879003
Saved in:
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