University of St.Gallen
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Francesco Audrino

title Prof. Ph.D.
name Francesco Audrino
institute Faculty of Mathematics and Statistics (MS)
address M+S, Bodanstrasse 6, 9000 St. Gallen, Switzerland
phone 071 224 2431
e-mail
homepage www.unisg.ch/francescoaudrinocv
publications papers (49)
projects project entries (2)
School SEPS - School of Economics and Political Science
university status professor
position Chair of Statistics
fields of research Computational Statistics applied to Economics and Finance
Volatility Estimation and Forecasting
Regime-switching Models
former positions Here you can find my CV
additional inform... The main codes used for the FGD estimation together with some simple examples can be found on this website.