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person:"Fornari, Fabio"
subject:"Share price"
~subject:"Chaos theory"
~subject:"Statistische Verteilung"
~subject:"Zinsstruktur"
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Chaos theory
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10
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9
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4
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Fornari, Fabio
Linton, Oliver
20
Phillips, Peter C. B.
18
Einmahl, John H. J.
16
Kapetanios, George
12
Pesaran, M. Hashem
12
Tauchen, George Eugene
12
Todorov, Viktor
12
Koopman, Siem Jan
11
Wu, Jing Cynthia
11
Gao, Jiti
10
Guégan, Dominique
10
Maheswaran, S.
10
McAleer, Michael
10
Wu, Ximing
10
Bekaert, Geert
9
Hautsch, Nikolaus
9
Sentana, Enrique
9
Bailey, Natalia
8
Bandi, Federico M.
8
Crump, Richard K.
8
Hodrick, Robert J.
8
Härdle, Wolfgang
8
Krämer, Walter
8
Li, Jia
8
Lucas, André
8
Runde, Ralf
8
Segers, Johan
8
Zakoïan, Jean-Michel
8
Allen, David E.
7
Daouia, Abdelaati
7
Faff, Robert W.
7
Harvey, Andrew C.
7
Malec, Peter
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Rudebusch, Glenn D.
7
Sola, Martin
7
Stupfler, Gilles
7
Teräsvirta, Timo
7
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Temi di discussione del Servizio Studi / Banca d'Italia
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of empirical finance
1
Open economies review
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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
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
Saved in:
5
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
Saved in:
6
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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