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~isPartOf:"Temi di discussione del Servizio Studi / Banca d'Italia"
~isPartOf:"The review of economic studies"
~subject:"ARCH model"
~subject:"Multiple Equilibria"
~subject:"Theorie"
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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
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2
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
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3
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
-
1995
Persistent link: https://www.econbiz.de/10013452468
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4
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
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5
The probability density function of interest rates implied in the price of options
Fornari, Fabio
-
1998
Persistent link: https://www.econbiz.de/10013453296
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6
Variabilità dei tassi d'interesse e contenuto informativo delle opzioni
Fornari, Fabio
-
1997
Persistent link: https://www.econbiz.de/10013439123
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7
The size of the equity premium
Fornari, Fabio
-
2002
Persistent link: https://www.econbiz.de/10013439300
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8
Uncertainty, information acquisition, and price swings in asset markets
Mele, Antonio
;
Sangiorgi, Francesco
- In:
The review of economic studies
82
(
2015
)
4
,
pp. 1533-1567
Persistent link: https://www.econbiz.de/10011457032
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