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titolo autori / ed. year tipo  
 
Accurate Short-Term Yield Curve Forecasting using Fun... Francesco Audrin... 2007 bozza lavoro
   
Splines for Financial Volatility Francesco Audrin... 2007 bozza lavoro
   
Realized Correlation Tick-by-Tick Francesco Audrin... 2007 bozza lavoro
   
Accurate Short-Term Yield Curve Forecasting using Fun... Francesco Audrin... 2007 Journal paper
   
Beta regimes for the Yield Curve Francesco Audrin... 2007 Journal paper
   
A forecasting model for stock market diversity Francesco Audrin... 2007 Journal paper
   
Average Conditional Correlation and Tree Structures f... Francesco Audrin... 2006 Journal paper
   
A dynamic model of expected bond returns: A functiona... Francesco Audrin... 2006 Journal paper
   
Tree-structured multiple regimes in interest rates Francesco Audrino 2006 Journal paper
   
Estimating and predicting multivariate volatility thr... Francesco Audrin... 2006 Journal paper
   
The impact of general non-parametric volatility funct... Francesco Audrino 2006 Journal paper
   
A general multivariate threshold GARCH model with dyn... Francesco Audrin... 2005 bozza lavoro
   
Local Likelihood for non paramentric ARCH(1) models Francesco Audrino 2005 Journal paper
   
A multivariate FGD technique to improve VaR computati... Francesco Audrin... 2005 Journal paper
   
The stability of factor models of interest rates Francesco Audrin... 2005 Journal paper
   
Functional gradient descent for financial time series... Francesco Audrin... 2005 Journal paper
   
Synchronizing multivariate financial time series Francesco Audrin... 2004 Journal paper
   
Volatility estimation with functional gradient descen... Francesco Audrin... 2003 Journal paper
   
 
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