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person:"Fornari, Fabio"
subject:"Share price"
~subject:"1973-1990"
~subject:"Stochastic process"
~subject:"United States"
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Fornari, Fabio
Phillips, Peter C. B.
22
Pesaran, M. Hashem
18
Koopman, Siem Jan
16
Todorov, Viktor
16
Tauchen, George Eugene
15
McAleer, Michael
14
Kapetanios, George
13
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12
Sentana, Enrique
12
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12
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11
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11
Gao, Jiti
11
Maheswaran, S.
11
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11
Zakoïan, Jean-Michel
11
Corsi, Fulvio
10
Engle, Robert F.
10
Ghysels, Eric
10
Hautsch, Nikolaus
10
Allen, David E.
9
Audrino, Francesco
9
Caporale, Guglielmo Maria
9
Christopeit, Norbert
9
Heckman, James J.
9
Koop, Gary
9
Lucas, André
9
Shephard, Neil G.
9
Zadrozny, Peter A.
9
Bauwens, Luc
8
Bekaert, Geert
8
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8
Hall, Bronwyn H.
8
Härdle, Wolfgang
8
Li, Jia
8
Massmann, Michael
8
Nelson, Charles R.
8
Reiß, Markus
8
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8
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ECONIS (ZBW)
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1
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
2
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:
3
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:
4
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
Saved in:
5
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:
6
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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