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subject:"Wechselkurs"
type:"article"
~person:"Fornari, Fabio"
~subject:"1979-1991"
~subject:"Australia"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
1979-1991
Australia
Schätztheorie
Estimation theory
7
Theorie
6
Theory
6
Volatility
3
Volatilität
3
Börsenkurs
2
Share price
2
1973-1990
1
ARCH model
1
ARCH-Modell
1
EU countries
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EU-Staaten
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International financial market
1
Internationaler Finanzmarkt
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Italien
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Option pricing theory
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Statistical distribution
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Welt
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Fornari, Fabio
Phillips, Peter C. B.
95
Baltagi, Badi H.
70
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
58
Ullah, Aman
56
Newey, Whitney K.
54
Andrews, Donald W. K.
53
Tsionas, Efthymios G.
51
Su, Liangjun
48
Wooldridge, Jeffrey M.
45
Kumbhakar, Subal
42
Pesaran, M. Hashem
42
Robinson, Peter M.
41
White, Halbert
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
Gao, Jiti
38
Chen, Songnian
36
Parmeter, Christopher F.
36
Simar, Léopold
36
Horowitz, Joel
35
McAleer, Michael
35
Bera, Anil K.
34
Perron, Pierre
34
Dufour, Jean-Marie
33
Hsiao, Cheng
33
Fan, Yanqin
32
Hahn, Jinyong
32
Krämer, Walter
32
Lütkepohl, Helmut
32
Bai, Jushan
31
Cai, Zongwu
31
Florens, Jean-Pierre
31
Chen, Xiaohong
30
Giles, David E. A.
30
Hansen, Bruce E.
30
Hendry, David F.
29
Zhang, Xinyu
29
Hausman, Jerry A.
28
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Economics letters
2
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of empirical finance
1
Journal of foreign exchange and international finance : JFEIF
1
Open economies review
1
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ECONIS (ZBW)
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1
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
2
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
3
Modeling the changing asymmetry of traditional variances
Fornari, Fabio
- In:
Economics letters
50
(
1996
)
2
,
pp. 197-203
Persistent link: https://www.econbiz.de/10001194690
Saved in:
4
Continuous time conditionally heteroskedastic models : theory with applications to the term structure of interest rates
Fornari, Fabio
- In:
Economic notes : economic review of Banca Monte dei …
24
(
1995
)
2
,
pp. 327-352
Persistent link: https://www.econbiz.de/10001196572
Saved in:
5
A stochastic variance model for absolute returns
Fornari, Fabio
- In:
Economics letters
46
(
1994
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10001172371
Saved in:
6
Estimating variability in the Italian stock market : an ARCH approach
Fornari, Fabio
- In:
Open economies review
4
(
1993
)
4
,
pp. 403-423
Persistent link: https://www.econbiz.de/10001158482
Saved in:
7
Variances and conditional correlations of EMS exchange rates : an analysis with a multivariate GARCH model
Fornari, Fabio
- In:
Journal of foreign exchange and international finance : …
5
(
1991
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10001129339
Saved in:
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