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title authors / eds. year type  
 
Forecasting correlations during the late-2000s financ... Francesco Audrino 2014 journal paper
   
Bond Risk Premia Forecasting: A Simple Approach for E... Francesco Audrin... 2014 journal paper
   
Missing in Asynchronicity: A Kalman-EM Approach for M... Fulvio Corsi, St... 2014 journal paper
   
Monetary Policy Regimes: Implications for the Yield C... Kameliya Filipov... 2013 working paper
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 working paper
   
Oracle Properties and Finite Sample Inference of the ... Francesco Audrin... 2013 working paper
   
Monetary policy regimes: implications for the yield c... Kameliya Filipov... 2013 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 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
   
Option strategies based on semi-parametric implied vo... Francesco Audrin... 2011 journal paper
   
Semi-parametric forecasts of the implied volatility s... Francesco Audrin... 2010 journal paper
   
Modeling tick-by-tick realized correlations Francesco Audrin... 2010 journal paper
   
 
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