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type_genre:"Arbeitspapier"
~person:"Audrino, Francesco"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Estimation theory
13
Schätztheorie
13
USA
12
United States
12
Estimation
10
Schätzung
10
Forecasting model
9
ARCH model
8
ARCH-Modell
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Time series analysis
7
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7
Correlation
5
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1990-2003
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Theorie
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Theory
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Volatility
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Volatilität
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Aktienmarkt
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Dynamic programming
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Option trading
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Rentenmarkt
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1996-2003
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Audrino, Francesco
Marcellino, Massimiliano
43
McAleer, Michael
27
Gupta, Rangan
20
Clark, Todd E.
19
Huber, Florian
19
Pesaran, M. Hashem
19
Kilian, Lutz
17
Timmermann, Allan
17
Franses, Philip Hans
16
Härdle, Wolfgang
16
Swanson, Norman R.
16
Baumeister, Christiane
15
Fritsche, Ulrich
14
Koop, Gary
14
Pierdzioch, Christian
14
Rossi, Barbara
14
Koopman, Siem Jan
13
Siliverstovs, Boriss
13
Diebold, Francis X.
11
Dijk, Dick van
11
Döpke, Jörg
11
Kim, Hyeongwoo
11
McCracken, Michael W.
11
Ravazzolo, Francesco
11
Schorfheide, Frank
11
Kapetanios, George
10
Kunst, Robert M.
10
Cholodilin, Konstantin Arkadʹevič
9
Craig, Ben R.
9
Hyndman, Rob J.
9
Medeiros, Marcelo C.
9
Carriero, Andrea
8
Dijk, Herman K. van
8
Guidolin, Massimo
8
Guérin, Pierre
8
Herwartz, Helmut
8
Jumah, Adusei
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Working papers on finance
3
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ECONIS (ZBW)
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1
Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco
;
Filipova, Kameliya
-
2009
Persistent link: https://www.econbiz.de/10003885820
Saved in:
2
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
3
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
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
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
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
9
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
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