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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
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Asymmetrics and nonlinearities in economic activity
Fornari, Fabio - 1994
Persistent link: https://www.econbiz.de/10013452402
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Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio - 1995
Persistent link: https://www.econbiz.de/10013452468
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Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio - 2001
Persistent link: https://www.econbiz.de/10013439253
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The probability density function of interest rates implied in the price of options
Fornari, Fabio - 1998
Persistent link: https://www.econbiz.de/10013453296
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Variabilità dei tassi d'interesse e contenuto informativo delle opzioni
Fornari, Fabio - 1997
Persistent link: https://www.econbiz.de/10013439123
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The size of the equity premium
Fornari, Fabio - 2002
Persistent link: https://www.econbiz.de/10013439300