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type_genre:"Article in book"
type_genre:"Rezension"
~person:"Mele, Antonio"
~subject:"Volatility"
~type_genre:"Article in journal"
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Mele, Antonio
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ECONIS (ZBW)
10
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1
Financial volatility and economic activity
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of financial management, markets and institutions
1
(
2013
)
2
,
pp. 155-196
Persistent link: https://www.econbiz.de/10011949592
Saved in:
2
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
3
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
4
Asymmetric stock market volatility and the cyclical bahavior of expected returns
Mele, Antonio
- In:
Journal of financial economics
86
(
2007
)
2
,
pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
Saved in:
5
Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
Saved in:
6
Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 679-716
Persistent link: https://www.econbiz.de/10001794920
Saved in:
7
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
Saved in:
8
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:
9
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:
10
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:
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