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title authors / eds. year type  
 
Estimating and predicting multivariate volatility thr... Francesco Audrin... 2006 journal paper
   
The impact of general non-parametric volatility funct... Francesco Audrino 2006 journal paper
   
A general multivariate threshold GARCH model with dyn... Francesco Audrin... 2005 working paper
   
Local Likelihood for non paramentric ARCH(1) models Francesco Audrino 2005 journal paper
   
A multivariate FGD technique to improve VaR computati... Francesco Audrin... 2005 journal paper
   
The stability of factor models of interest rates Francesco Audrin... 2005 journal paper
   
Functional gradient descent for financial time series... Francesco Audrin... 2005 journal paper
   
Synchronizing multivariate financial time series Francesco Audrin... 2004 journal paper
   
Volatility estimation with functional gradient descen... Francesco Audrin... 2003 journal paper
   
Tree-structured GARCH models Francesco Audrin... 2001 journal paper
   
 
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