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title authors / eds. year type  
 
A general multivariate threshold GARCH model with dyn... Francesco Audrin... 2005 working paper
   
Realized Correlation Tick-by-Tick Francesco Audrin... 2007 working paper
   
Splines for Financial Volatility Francesco Audrin... 2007 working paper
   
Accurate Short-Term Yield Curve Forecasting using Fun... Francesco Audrin... 2007 working paper
   
A general multivariate threshold GARCH model with dyn... Francesco Audrin... 2007 working paper
   
Forecasting Implied Volatility Surfaces Francesco Audrin... 2007 working paper
   
Modeling Tick-by-Tick Realized Correlations Francesco Audrin... 2008 working paper
   
Realized Covariance Tick-by-Tick in Presence of Round... Francesco Audrin... 2008 working paper
   
Forecasting Implied Volatility Surfaces Francesco Audrin... 2007 working paper
   
Smooth Regimes, Macroeconomic Variables, and Bagging ... Francesco Audrin... 2008 working paper
   
Yield Curve Predictability, Regimes, and Macroeconomi... Francesco Audrin... 2009 working paper
   
Bond Risk Premia Forecasting: A Simple Approach for E... Francesco Audrino 2010 working paper
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2011 working paper
   
Missing in Asynchronicity: A Kalman-EM Approach for M... Francesco Audrin... 2012 working 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
   
Lassoing the HAR model: A Model Selection Perspective... Francesco Audrin... 2012 working paper
   
Oracle Properties and Finite Sample Inference of the ... Francesco Audrin... 2013 working paper
   
 
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