University of St.Gallen
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titolo autori / ed. year tipo  
 
Option strategies based on semi-parametric implied vo... Francesco Audrin... 2012 Journal paper
   
What drives short rate dynamics? A functional gradien... Francesco Audrino 2012 Journal paper
   
Missing in Asynchronicity: A Kalman-EM Approach for M... Francesco Audrin... 2012 bozza lavoro
   
HAR Modeling for Realized Volatility Forecasting Francesco Audrin... 2012 capitolo libro
   
A General Multivariate Threshold GARCH Model for Dyna... Francesco Audrin... 2011 Journal paper
   
Smooth Regimes, Macroeconomic Variables, and Bagging ... Francesco Audrin... 2011 Journal paper
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2011 bozza lavoro
   
Semi-parametric forecasts of the implied volatility s... Francesco Audrin... 2010 Journal paper
   
Modeling tick-by-tick realized correlations Francesco Audrin... 2010 Journal paper
   
Bond Risk Premia Forecasting: A Simple Approach for E... Francesco Audrino 2010 bozza lavoro
   
Splines for Financial Volatility Francesco Audrin... 2009 Journal paper
   
Yield Curve Predictability, Regimes, and Macroeconomi... Francesco Audrin... 2009 bozza lavoro
   
Modeling Tick-by-Tick Realized Correlations Francesco Audrin... 2008 bozza lavoro
   
Realized Covariance Tick-by-Tick in Presence of Round... Francesco Audrin... 2008 bozza lavoro
   
Smooth Regimes, Macroeconomic Variables, and Bagging ... Francesco Audrin... 2008 bozza lavoro
   
A forecasting model for stock market diversity Francesco Audrin... 2007 Journal paper
   
Accurate Short-Term Yield Curve Forecasting using Fun... Francesco Audrin... 2007 Journal paper
   
Realized Correlation Tick-by-Tick Francesco Audrin... 2007 bozza lavoro
   
 
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