Narrow search
Showing 1 - 10 of 11
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio - 2001
Persistent link: https://www.econbiz.de/10013439253
Cover Image
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio - 1994
Persistent link: https://www.econbiz.de/10013452402