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person:"Fornari, Fabio"
subject:"Share price"
~subject:"Monetary union"
~subject:"Theory"
~type:"article"
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Estimation theory
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Fornari, Fabio
Andrews, Donald W. K.
31
Phillips, Peter C. B.
30
Newey, Whitney K.
28
Gouriéroux, Christian
25
Li, Qi
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
24
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22
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22
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21
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20
King, Maxwell L.
20
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19
Lee, Lung-fei
18
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18
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18
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18
Granger, C. W. J.
17
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16
Tauchen, George Eugene
16
Hahn, Jinyong
15
Lütkepohl, Helmut
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
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14
Kelejian, Harry H.
14
Smith, Richard J.
14
Bai, Jushan
13
Bera, Anil K.
13
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13
Franses, Philip Hans
13
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13
Godfrey, L. G.
13
Hill, Rufus Carter
13
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13
Powell, James
13
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13
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12
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1
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ECONIS (ZBW)
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1
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:
2
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
3
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:
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
A stochastic variance model for absolute returns
Fornari, Fabio
- In:
Economics letters
46
(
1994
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10001172371
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:
7
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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