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person:"Fornari, Fabio"
subject:"Share price"
~subject:"1957-1993"
~subject:"Economic model"
~subject:"Statistische Verteilung"
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1957-1993
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Fornari, Fabio
Linton, Oliver
18
Phillips, Peter C. B.
18
Einmahl, John H. J.
16
Kapetanios, George
12
Pesaran, M. Hashem
12
Todorov, Viktor
12
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11
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10
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10
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9
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9
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8
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8
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8
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8
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8
Li, Jia
8
Runde, Ralf
8
Segers, Johan
8
Zakoïan, Jean-Michel
8
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7
Campbell, John Y.
7
Crump, Richard K.
7
Daouia, Abdelaati
7
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7
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7
Lewbel, Arthur
7
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7
Malec, Peter
7
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7
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7
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7
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7
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6
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6
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6
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6
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Journal of foreign exchange and international finance : JFEIF
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ECONIS (ZBW)
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1
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
2
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
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3
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
Saved in:
4
Estimating variability in the Italian stock market : an ARCH approach
Fornari, Fabio
- In:
Open economies review
4
(
1993
)
4
,
pp. 403-423
Persistent link: https://www.econbiz.de/10001158482
Saved in:
5
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:
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