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Number of items: **6**.

Audrino, F., Corsi, F. and Filipova, K. (2016).
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators.
*Econometric Reviews*, 35(2),
pp. 232-23.
doi: 10.1080/07474938.2013.833809

Corsi, F., Peluso, S. and Audrino, F. (2015).
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation.
*Journal of Applied Econometrics*, 30(3),
pp. 377-397.
doi: 10.1002/jae.2378

Corsi, F., Peluso, S. and Audrino, F. (2015).
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation.
*Journal of Applied Econometrics*, 30(3),
pp. 377-397.
doi: 10.1002/jae.2378

Corsi, F. and Audrino, F. (2012).
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects.
*Journal of Financial Econometrics*, 10(4),
pp. 591-616.
doi: 10.1093/jjfinec/nbs007

Audrino, F. and Corsi, F. (2010).
Modeling tick-by-tick realized correlations.
*Computational Statistics and Data Analysis*, 54(11),
pp. 2372-2382.
doi: 10.1016/j.csda.2009.09.033

Corsi, F., Audrino, F. and Reno, R. (2012).
HAR Modeling for Realized Volatility Forecasting.
In:
*Handbook of Volatility Models and Their Applications.*
(pp. 363-382). New Jersey, USA: John Wiley & Sons, Inc.
ISBN 9780470872512