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F

Francesco Audrino

机构信息待补充

0H指数
0论文数
0被引数
收录论文 4
发表时间
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Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-12-01
err9
errOAAI
errAudrino, Francesco; Fengler, Matthias R.
err分享
err收藏
Average conditional correlation and tree structures for multivariate GARCH models
errJOURNAL OF FORECASTING
IF2.7
err2006-01-01
err7
errOAAI
errAudrino, Francesco; Barone-Adesi, Giovanni
err分享
err收藏
Functional gradient descent for financial time series with an application to the measurement of market risk
errJOURNAL OF BANKING & FINANCE
IF3.8
err2005-04-01
err10
PREAI
errAudrino, F; Barone-Adesi, G
err分享
err收藏
Tree-structured generalized autoregressive conditional heteroscedastic models树结构广义自回归条件异方差模型
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2002-04-21
err32
errOAAI
errAudrino, F; Bühlmann, P
err分享
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研究方向

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合作学者
合作期刊
P
Peter Bühlmann
H 指数: 67 · 论文数: 371
G
Giovanni Barone‐Adesi
H 指数: 23 · 论文数: 136
M
Matthias R. Fengler
H 指数: 15 · 论文数: 125
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