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person:"Fornari, Fabio"
subject:"Share price"
~subject:"1957-1993"
~subject:"Großbritannien"
~subject:"Time series analysis"
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Share price
1957-1993
Großbritannien
Time series analysis
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Fornari, Fabio
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
56
Johansen, Søren
44
Franses, Philip Hans
41
Kapetanios, George
41
Lütkepohl, Helmut
41
Teräsvirta, Timo
40
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35
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31
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29
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29
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29
Engle, Robert F.
27
Nelson, Daniel B.
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Stock, James H.
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Lucas, André
26
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
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Nielsen, Bent
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Perron, Pierre
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Härdle, Wolfgang
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Robinson, Peter M.
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Peng, Bin
22
Blasques, Francisco
21
Dong, Chaohua
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Cavaliere, Giuseppe
20
Chen, Xiaohong
20
Gouriéroux, Christian
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Temi di discussione del Servizio Studi / Banca d'Italia
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Journal of empirical finance
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Open economies review
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ECONIS (ZBW)
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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
Saved in:
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:
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