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title authors / eds. year type  
 
Are classical option pricing models consistent with o... Francesco Audrin... 2015 journal paper
   
Missing in Asynchronicity: A Kalman-EM Approach for M... Fulvio Corsi, St... 2015 journal paper
   
Testing the lag structure of assets' realized volatil... Francesco Audrin... 2015 working paper
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2014 journal paper
   
Bond Risk Premia Forecasting Francesco Audrin... 2014 journal paper
   
Monetary policy regimes: implications for the yield c... Kameliya Filipov... 2014 journal paper
   
Lassoing the HAR model: A Model Selection Perspective... Francesco Audrin... 2014 journal paper
   
An Empirical Analysis of the Ross Recovery Theorem Francesco Audrin... 2014 working paper
   
Monetary Policy Regimes: Implications for the Yield C... Kameliya Filipov... 2013 working paper
   
Oracle Properties and Finite Sample Inference of the ... Francesco Audrin... 2013 working 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 working paper
   
HAR Modeling for Realized Volatility Forecasting Francesco Audrin... 2012 book chapter
   
Realized Covariance Tick-by-Tick in Presence of Round... Francesco Audrin... 2012 journal paper
   
Lassoing the HAR model: A Model Selection Perspective... Francesco Audrin... 2012 working paper
   
A General Multivariate Threshold GARCH Model for Dyna... Francesco Audrin... 2011 journal paper
   
Modeling and forecasting short-term interest rates Francesco Audrin... 2011 journal paper
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2011 working paper
   
 
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