Francesco Audrino

Finance · 2001–2016

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Francesco Audrino trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Fulvio Corsi
  2. Tim Bollerslev
  3. Torben G. Andersen
  4. Hui Zou
  5. David Ruppert
  6. Ole E. Barndorff-Nielsen
  7. Jerome H. Friedman
  8. Lan Zhang
  9. Hansheng Wang
  10. N. Shephard

Who trusts Francesco Audrino overall

  1. Marcelo C. Medeiros
  2. Timo Teräsvirta
  3. Michael Mcaleer
  4. Ricardo P. Masini
  5. Chao Liang
  6. Álvaro Veiga
  7. Yu Wei
  8. Eduardo F. Mendes

Papers from Francesco Audrino's perspective

Ordered by how strongly the researchers Francesco Audrino trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The distribution of realized stock return volatility
  2. The Adaptive Lasso and Its Oracle Properties
  3. Generalized autoregressive conditional heteroskedasticity
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. The Distribution of Realized Exchange Rate Volatility
  6. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  7. Expected stock returns and variance risk premia
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  10. Separating Microstructure Noise from Volatility

Their papers