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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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Learning and asset prices under ambiguous information
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: The review of financial studies 21 (2008) 6, pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674257
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674261
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Learning and asset prices under ambiguous information
Leippold, Markus (contributor); Trojani, Fabio (contributor) - 2006
Persistent link: https://www.econbiz.de/10003674270
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674273
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Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003597922
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003550862
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003523245