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~isPartOf:"Temi di discussione del Servizio Studi / Banca d'Italia"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~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
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Mele, Antonio
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2001
Persistent link: https://www.econbiz.de/10001581711
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2
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
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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
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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
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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
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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
Stock values and fundamentals : link or irrationality?
Fornari, Fabio
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2000
Persistent link: https://www.econbiz.de/10013439237
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8
The size of the equity premium
Fornari, Fabio
-
2002
Persistent link: https://www.econbiz.de/10013439300
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