Splines for financial volatility
Audrino, Francesco, Bühlmann, Peter
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2009)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2009)
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco, Trojani, Fabio
Published in Journal of applied econometrics (Chichester, England) (01.04.2006)
Published in Journal of applied econometrics (Chichester, England) (01.04.2006)
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Risk measurement
Vries, C.G. De, Matteo, T Di, Aste, T, Dacorogna, M M, Inui, K, Kijima, M, Gagliardini, P, Gouriéroux, C, Giorgi, E De, Fermanian, J D, Scaillet, O, Audrino, F, Barone-Adesi, G, Giannopoulos, K, Tunaru, R, Yamai, Y, Yoshiba, T, Longin, F
Published in Journal of banking & finance (01.04.2005)
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Published in Journal of banking & finance (01.04.2005)
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