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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Audrino, Francesco"
~person:"Guillén, Osmani Teixeira de Carvalho"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatilität
Prognoseverfahren
USA
Estimation theory
18
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11
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7
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1990-2003
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Audrino, Francesco
Guillén, Osmani Teixeira de Carvalho
Swanson, Norman R.
17
Marcellino, Massimiliano
16
Koopman, Siem Jan
14
Koop, Gary
12
Diebold, Francis X.
11
Huber, Florian
11
Croux, Christophe
10
Corradi, Valentina
9
Dijk, Dick van
9
Hyndman, Rob J.
9
Phillips, Peter C. B.
9
Clark, Todd E.
8
Athanasopoulos, George
7
Cai, Zongwu
7
Gao, Jiti
7
Härdle, Wolfgang
7
Lucas, André
7
Pesaran, M. Hashem
7
Schorfheide, Frank
7
Sentana, Enrique
7
Vahid, Farshid
7
White, Halbert
7
Andersen, Torben
6
Brandt, Michael W.
6
Corsi, Fulvio
6
Hautsch, Nikolaus
6
Jordà, Òscar
6
Kapetanios, George
6
Linton, Oliver
6
Rossi, Barbara
6
Sibbertsen, Philipp
6
Teräsvirta, Timo
6
Zadrozny, Peter A.
6
Angrist, Joshua D.
5
Bibinger, Markus
5
Dijk, Herman K. van
5
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers on finance
4
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3
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1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
14
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1
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964300
Saved in:
2
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
Saved in:
3
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
4
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
5
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
6
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:
7
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:
8
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:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
10
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
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