//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Financial volatility and econo...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Theorie
Theory
21
Volatility
16
Volatilität
16
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Share price
6
Risikoprämie
5
Risk premium
5
Yield curve
5
Zinsstruktur
5
CAPM
4
Italien
4
Italy
4
Portfolio selection
4
Portfolio-Management
4
Swap
4
Welt
4
World
4
Capital income
3
Estimation
3
Financial market
3
Finanzmarkt
3
Interest rate
3
Kapitaleinkommen
3
Schätzung
3
Zins
3
ARCH-Modell
2
Aktienindex
2
Basis point variance
2
Business cycle
2
Correlation
2
EU countries
2
EU-Staaten
2
Economics of information
2
Exchange rate
2
Financial crisis
2
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
24
Working Paper
24
Graue Literatur
23
Non-commercial literature
23
Aufsatz in Zeitschrift
22
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
21
Italian
1
Author
All
Mele, Antonio
20
Fornari, Fabio
10
Distaso, Walter
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Colla, Paolo
1
Corradi, Valentina
1
Kristensen, Dennis
1
Molnár, Krisztina
1
Monticelli, Carlo
1
Sangiorgi, Francesco
1
Santoro, Sergio
1
Vilkov, Grigory
1
more ...
less ...
Published in...
All
Economics letters
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of monetary economics
2
The review of financial studies
2
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Giornale degli economisti e annali di economia
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of foreign exchange and international finance : JFEIF
1
Quantitative finance
1
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->