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titolo autori / ed. year tipo  
 
A general multivariate threshold GARCH model with dyn... Francesco Audrin... 2005 bozza lavoro
   
Realized Correlation Tick-by-Tick Francesco Audrin... 2007 bozza lavoro
   
Splines for Financial Volatility Francesco Audrin... 2007 bozza lavoro
   
Accurate Short-Term Yield Curve Forecasting using Fun... Francesco Audrin... 2007 bozza lavoro
   
A general multivariate threshold GARCH model with dyn... Francesco Audrin... 2007 bozza lavoro
   
Forecasting Implied Volatility Surfaces Francesco Audrin... 2007 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
   
Forecasting Implied Volatility Surfaces Francesco Audrin... 2007 bozza lavoro
   
Smooth Regimes, Macroeconomic Variables, and Bagging ... Francesco Audrin... 2008 bozza lavoro
   
Yield Curve Predictability, Regimes, and Macroeconomi... Francesco Audrin... 2009 bozza lavoro
   
Bond Risk Premia Forecasting: A Simple Approach for E... Francesco Audrino 2010 bozza lavoro
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2011 bozza lavoro
   
Missing in Asynchronicity: A Kalman-EM Approach for M... Francesco Audrin... 2012 bozza lavoro
   
Tree-structured GARCH models Francesco Audrin... 2001 Journal paper
   
Functional gradient descent for financial time series... Francesco Audrin... 2005 Journal paper
   
The stability of factor models of interest rates Francesco Audrin... 2005 Journal paper
   
A multivariate FGD technique to improve VaR computati... Francesco Audrin... 2005 Journal paper
   
 
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