| 5
result(s) -
Result(s) 1 to
5 |
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| 1. | Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Publishing author: AUDRINO Francesco
Co-author(s): TROJANI Fabio
Working paper (2003) - English
Online since 2003.02.13 at 14:46:51 -
168 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 613 KB) - Zip version (534 KB) |
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| 2. | Historical Yield Curve Scenarios Generation without Resorting to Variance Reduction Techniques
Publishing author: AUDRINO Francesco
Co-author(s): TROJANI Fabio
Working paper (2003 - University of Southern Switzerland) - English
Online since 2003.07.10 at 12:49:09 -
120 download(s) - 0
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Abstract | Download (.pdf - 423 KB) - Zip version (389 KB) |
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| 3. | A multivariate FGD technique to improve VaR computation in equity markets
Publishing author: AUDRINO Francesco
Co-author(s): BARONE-ADESI Giovanni
Working paper (2002) - English
Online since 2003.02.13 at 14:39:48 -
116 download(s) - 0
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Abstract | Download (.pdf - 416 KB) - Zip version (356 KB) |
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| 4. | Local Likelihood for non-parametric ARCH(1) Models
Publishing author: AUDRINO Francesco
Co-author(s):
Working paper (2002) - English
Online since 2003.02.13 at 14:42:45 -
51 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 357 KB) - Zip version (308 KB) |
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| 5. | Synchronizing Multivariate Financial Time Series
Publishing author: AUDRINO Francesco
Co-author(s): BUHLMANN Peter
Working paper (2001) - English
Online since 2003.02.13 at 14:45:03 -
124 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 451 KB) - Zip version (376 KB) |
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