//--> //--> //-->
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
person:"Fornari, Fabio"
subject:"Share price"
~subject:"ARCH model"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
ARCH model
Estimation theory
10
Schätztheorie
10
Theorie
9
Theory
9
Volatility
4
Volatilität
4
ARCH-Modell
3
Börsenkurs
3
Italien
2
Italy
2
Statistical distribution
2
Statistische Verteilung
2
Yield curve
2
Zinsstruktur
2
1957-1993
1
1973-1990
1
Business cycle
1
Chaos theory
1
Chaostheorie
1
EU countries
1
EU-Staaten
1
Economic model
1
Estimation
1
Großbritannien
1
Interest rate
1
International financial market
1
Internationaler Finanzmarkt
1
Konjunktur
1
Monetary union
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
USA
1
United Kingdom
1
United States
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Fornari, Fabio
Francq, Christian
27
Zakoïan, Jean-Michel
27
Linton, Oliver
21
Teräsvirta, Timo
21
Engle, Robert F.
17
Rahbek, Anders
16
Hafner, Christian M.
15
Ardia, David
14
Bauwens, Luc
14
Kumar, Dilip
14
Shephard, Neil G.
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kapetanios, George
12
Pesaran, M. Hashem
12
Krämer, Walter
11
McAleer, Michael
11
Silvennoinen, Annastiina
11
Tauchen, George Eugene
11
Koopman, Siem Jan
10
Maheswaran, S.
10
Sentana, Enrique
10
Nelson, Daniel B.
9
Pedersen, Rasmus Søndergaard
9
Todorov, Viktor
9
Trojani, Fabio
9
Allen, David E.
8
Bailey, Natalia
8
Fiorentini, Gabriele
8
Gao, Jiti
8
Hautsch, Nikolaus
8
Li, Jia
8
Lütkepohl, Helmut
8
Milunovich, George
8
Preminger, Arie
8
Bollerslev, Tim
7
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Faff, Robert W.
7
Feng, Yuanhua
7
more ...
less ...
Published in...
All
Temi di discussione del Servizio Studi / Banca d'Italia
2
Journal of empirical finance
1
Open economies review
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->