Showing 1 - 3 results of 3 for search 'Francesco Audrino', query time: 0.03s Refine Results
  1. 1
    Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
    by Francesco Audrino, Yujia Hu
    Published 2016-02-01
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    Article
  2. 2
    Wild multiplicative bootstrap for M and GMM estimators in time series
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    Article
  3. 3
    Testing the Lag Structure of Assets’ Realized Volatility Dynamics
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    Article
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