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title authors / eds. year type  
 
Yield Curve Predictability, Regimes, and Macroeconomi... Francesco Audrin... 2009 working paper
   
What drives short rate dynamics? A functional gradien... Francesco Audrino 2012 journal paper
   
Volatility estimation with functional gradient descen... Francesco Audrin... 2003 journal paper
   
Tree-structured multiple regimes in interest rates Francesco Audrino 2006 journal paper
   
Tree-structured GARCH models Francesco Audrin... 2001 journal paper
   
The stability of factor models of interest rates Francesco Audrin... 2005 journal paper
   
The impact of general non-parametric volatility funct... Francesco Audrino 2006 journal paper
   
Synchronizing multivariate financial time series Francesco Audrin... 2004 journal paper
   
Splines for Financial Volatility Francesco Audrin... 2009 journal paper
   
Splines for Financial Volatility Francesco Audrin... 2007 working paper
   
Smooth Regimes, Macroeconomic Variables, and Bagging ... Francesco Audrin... 2008 working paper
   
Semi-parametric forecasts of the implied volatility s... Francesco Audrin... 2010 journal paper
   
Realized Covariance Tick-by-Tick in Presence of Round... Francesco Audrin... 2008 working paper
   
Realized Covariance Tick-by-Tick in Presence of Round... Francesco Audrin... 2012 journal paper
   
Realized Correlation Tick-by-Tick Francesco Audrin... 2007 working paper
   
Oracle Properties and Finite Sample Inference of the ... Francesco Audrin... 2013 working paper
   
Option strategies based on semi-parametric implied vo... Francesco Audrin... 2011 journal paper
   
Monetary Policy Regimes: Implications for the Yield C... Kameliya Filipov... 2013 working paper
   
 
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