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- CSB - MetaPress - Google - Bing - Yahoo
 | 2010 | |
|---|---|---|
| 4 |      | Francesco Audrino, Fulvio Corsi: Modeling tick-by-tick realized correlations. Computational Statistics & Data Analysis 54(11): 2372-2382 (2010) |
| 3 | | Francesco Audrino, Dominik Colangelo: Semi-parametric forecasts of the implied volatility surface using regression trees. Statistics and Computing 20(4): 421-434 (2010) |
| 2006 | ||
| 2 | | Francesco Audrino: The impact of general non-parametric volatility functions in multivariate GARCH models. Computational Statistics & Data Analysis 50(11): 3032-3052 (2006) |
| 1 | | Francesco Audrino, Giovanni Barone-Adesi: A dynamic model of expected bond returns: A functional gradient descent approach. Computational Statistics & Data Analysis 51(4): 2267-2277 (2006) |
| 1 | Giovanni Barone-Adesi | [1] |
| 2 | Dominik Colangelo | [3] |
| 3 | Fulvio Corsi | [4] |
Colors in the list of coauthors
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