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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
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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
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Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294
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Dalla finanza alla moneta : il ruolo sistema dei pagamenti
Fornari, Fabio; Giannini, Curzio; Pittaluga, Giovanni … - In: Moneta e finanza, (pp. 19-54). 1998
Persistent link: https://www.econbiz.de/10001542302
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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
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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
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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
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Il contenuto informativo delle opzioni su tassi d'interesse
Fornari, Fabio - In: Giornale degli economisti e annali di economia 55 (1997) 4, pp. 483-514
Persistent link: https://www.econbiz.de/10001221471
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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
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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