University of St.Gallen
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Titel Autoren / Hrsg. Jahr Typ  
 
Missing in Asynchronicity: A Kalman-EM Approach for M... Fulvio Corsi, St... 2014 Artikel (wissens...
   
Bond Risk Premia Forecasting: A Simple Approach for E... Francesco Audrin... 2014 Artikel (wissens...
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2014 Artikel (wissens...
   
Monetary policy regimes: implications for the yield c... Kameliya Filipov... 2013 Artikel (wissens...
   
Oracle Properties and Finite Sample Inference of the ... Francesco Audrin... 2013 Arbeitspapier
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 Arbeitspapier
   
Monetary Policy Regimes: Implications for the Yield C... Kameliya Filipov... 2013 Arbeitspapier
   
Lassoing the HAR model: A Model Selection Perspective... Francesco Audrin... 2012 Arbeitspapier
   
Realized Covariance Tick-by-Tick in Presence of Round... Francesco Audrin... 2012 Artikel (wissens...
   
HAR Modeling for Realized Volatility Forecasting Francesco Audrin... 2012 Buchkapitel
   
Missing in Asynchronicity: A Kalman-EM Approach for M... Francesco Audrin... 2012 Arbeitspapier
   
What drives short rate dynamics? A functional gradien... Francesco Audrino 2012 Artikel (wissens...
   
Option strategies based on semi-parametric implied vo... Francesco Audrin... 2011 Artikel (wissens...
   
Forecasting correlations during the late-2000s financ... Francesco Audrino 2011 Arbeitspapier
   
Modeling and forecasting short-term interest rates Francesco Audrin... 2011 Artikel (wissens...
   
A General Multivariate Threshold GARCH Model for Dyna... Francesco Audrin... 2011 Artikel (wissens...
   
Bond Risk Premia Forecasting: A Simple Approach for E... Francesco Audrino 2010 Arbeitspapier
   
Modeling tick-by-tick realized correlations Francesco Audrin... 2010 Artikel (wissens...
   
 
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