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person:"Fornari, Fabio"
subject:"Share price"
~subject:"Statistische Verteilung"
~subject:"United States"
~subject:"Zinsstruktur"
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Statistische Verteilung
United States
Zinsstruktur
Estimation theory
10
Schätztheorie
10
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9
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9
Volatility
4
Volatilität
4
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3
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3
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Fornari, Fabio
Phillips, Peter C. B.
22
Linton, Oliver
20
Pesaran, M. Hashem
17
Einmahl, John H. J.
16
Swanson, Norman R.
14
Bekaert, Geert
13
Koopman, Siem Jan
13
Tauchen, George Eugene
13
Kapetanios, George
12
McAleer, Michael
12
Sentana, Enrique
12
Todorov, Viktor
12
Bailey, Natalia
11
Chernozhukov, Victor
11
Dufour, Jean-Marie
11
Gao, Jiti
11
Härdle, Wolfgang
11
Mairesse, Jacques
11
Stock, James H.
11
White, Halbert
11
Wu, Jing Cynthia
11
Audrino, Francesco
10
Diebold, Francis X.
10
Hall, Bronwyn H.
10
Harvey, Andrew C.
10
Maheswaran, S.
10
Wu, Ximing
10
Griliches, Zvi
9
Hautsch, Nikolaus
9
Krämer, Walter
9
Lucas, André
9
Rudebusch, Glenn D.
9
Shephard, Neil G.
9
Zadrozny, Peter A.
9
Allen, David E.
8
Bandi, Federico M.
8
Crump, Richard K.
8
Fernández-Val, Iván
8
Hodrick, Robert J.
8
Lewbel, Arthur
8
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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
1
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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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