//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
person:"Fornari, Fabio"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
Estimation theory
10
Schätztheorie
10
Theory
9
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Italien
2
Italy
2
Statistical distribution
2
Statistische Verteilung
2
Yield curve
2
Zinsstruktur
2
1957-1993
1
1973-1990
1
Business cycle
1
Chaos theory
1
Chaostheorie
1
EU countries
1
EU-Staaten
1
Economic model
1
Estimation
1
Großbritannien
1
Interest rate
1
International financial market
1
Internationaler Finanzmarkt
1
Konjunktur
1
Monetary union
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
USA
1
United Kingdom
1
United States
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
7
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
10
Author
All
Fornari, Fabio
Härdle, Wolfgang
69
Pesaran, M. Hashem
62
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
McAleer, Michael
38
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Linton, Oliver
28
Krämer, Walter
27
Brännäs, Kurt
26
Diebold, Francis X.
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Granger, C. W. J.
25
Kohn, Robert
25
Zakoïan, Jean-Michel
25
Bera, Anil K.
24
Dufour, Jean-Marie
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Teräsvirta, Timo
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Engle, Robert F.
20
more ...
less ...
Published in...
All
Temi di discussione del Servizio Studi / Banca d'Italia
3
Economics letters
2
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of empirical finance
1
Journal of foreign exchange and international finance : JFEIF
1
Open economies review
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
5
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:
6
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:
7
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:
8
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
Saved in:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->