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person:"Fornari, Fabio"
subject:"Share price"
~subject:"International financial market"
~subject:"Stochastic process"
~subject:"United Kingdom"
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Fornari, Fabio
Kapetanios, George
18
Phillips, Peter C. B.
18
Pesaran, M. Hashem
17
Todorov, Viktor
16
Koopman, Siem Jan
15
Tauchen, George Eugene
14
McAleer, Michael
13
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12
Maheswaran, S.
11
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11
Zakoïan, Jean-Michel
11
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10
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10
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10
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10
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9
Christopeit, Norbert
9
Engle, Robert F.
9
Härdle, Wolfgang
9
Kristensen, Dennis
9
Bailey, Natalia
8
Bauwens, Luc
8
Burkhauser, Richard V.
8
Jenkins, Stephen
8
Li, Jia
8
Lucas, André
8
Massmann, Michael
8
Reiß, Markus
8
Spokojnyj, Vladimir G.
8
Stambaugh, Robert F.
8
Takahashi, Akihiko
8
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7
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7
Ghysels, Eric
7
Hildenbrand, Werner
7
Malec, Peter
7
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7
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7
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7
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ECONIS (ZBW)
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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
Modeling the changing asymmetry of traditional variances
Fornari, Fabio
- In:
Economics letters
50
(
1996
)
2
,
pp. 197-203
Persistent link: https://www.econbiz.de/10001194690
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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