Francesco Audrino - Citegraph

Author Info

Name	Affiliation	Papers
FRANCESCO AUDRINO	University of St.Gallen, Switzerland and University of Lugano, Switzerland	5
Collaborators	Citations	PageRank
3	14	3.36
Referers	Referees	References
30	21	12

Publications (5 rows)

Collaborators (3 rows)

Referers (30 rows)

Referees (21 rows)

Title	Citations	PageRank	Year
Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks	2	0.39	2014
Semi-parametric forecasts of the implied volatility surface using regression trees	1	0.35	2010
Modeling tick-by-tick realized correlations	2	0.55	2010
A dynamic model of expected bond returns: A functional gradient descent approach	4	0.86	2006
The impact of general non-parametric volatility functions in multivariate GARCH models	5	1.20	2006

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