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subject:"Share price"
person:"Fornari, Fabio"
~person:"Engle, Robert F."
~person:"Amilon, Henrik"
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Estimation theory
68
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Fornari, Fabio
Engle, Robert F.
Amilon, Henrik
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
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10
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9
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9
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8
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8
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8
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7
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7
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7
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7
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6
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ECONIS (ZBW)
12
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1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
GARCH estimation and discrete stock prices : an application to low-priced Australian stocks
Amilon, Henrik
-
2002
Persistent link: https://www.econbiz.de/10001732829
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3
GARCH estimation and discrete stock prices
Amilon, Henrik
-
2001
Persistent link: https://www.econbiz.de/10001567693
Saved in:
4
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:
5
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
6
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:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
GARCH estimation and discrete stock prices
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 61-74)
.
2000
Persistent link: https://www.econbiz.de/10001551219
Saved in:
9
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
10
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
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11
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:
12
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
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