//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Audrino, Francesco"
~type:"book"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Modellspezifikation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
7
Scientific modelling
7
Theorie
5
Theory
5
Estimation
4
Schätzung
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Economic indicator
3
Forecasting model
3
Prognoseverfahren
3
Wirtschaftsindikator
3
1990-2003
2
Correlation
2
Korrelation
2
1960-2005
1
1960-2006
1
ARCH model
1
ARCH-Modell
1
Adaptive lasso
1
Anleihe
1
Bond
1
Cointegration
1
Estimation theory
1
Finite sample inference
1
Geldpolitik
1
Induktive Statistik
1
Interest rate
1
Kointegration
1
Lasso heterogeneous autoregressive model
1
Monetary policy
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Oracle properties
1
Regression analysis
1
Regressionsanalyse
1
Risikoprämie
1
Risk premium
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
7
Graue Literatur
7
Working Paper
7
Language
All
English
7
Author
All
Audrino, Francesco
McAleer, Michael
34
Ravazzolo, Francesco
26
Dijk, Herman K. van
20
Johansen, Søren
19
Hendry, David F.
17
Franses, Philip Hans
16
Caporin, Massimiliano
15
Casarin, Roberto
15
Billio, Monica
14
Canova, Fabio
13
Costantini, Mauro
13
Frank, Ulrich
12
Kunst, Robert M.
12
Maih, Junior
12
Swanson, Norman R.
12
Dette, Holger
11
Koop, Gary
11
Binning, Andrew
10
Castle, Jennifer
10
Chan, Joshua C. C.
10
Chernozhukov, Victor
10
Malley, James R.
10
Matthes, Christian
10
Claeskens, Gerda
9
Marcellino, Massimiliano
9
Schorfheide, Frank
9
Strachan, Rodney W.
9
Giacomini, Raffaella
8
Legerstee, Rianne
8
Lewbel, Arthur
8
Phillips, Peter C. B.
8
Woitek, Ulrich
8
Del Negro, Marco
7
Gao, Jiti
7
Hansen, Christian Bailey
7
Kilian, Lutz
7
Kitagawa, Toru
7
Minford, Patrick
7
Nesheim, Lars
7
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Working papers on finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
-
2010
Persistent link: https://www.econbiz.de/10008667690
Saved in:
2
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:
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
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
Saved in:
5
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003723942
Saved in:
6
Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco
;
Camponovo, Lorenzo
-
2013
Persistent link: https://www.econbiz.de/10010245672
Saved in:
7
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
-
2012
Persistent link: https://www.econbiz.de/10009719911
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->