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Fabio Fornari | lit.salon

Author

Fabio Fornari

10 works

1995–2009 across 7 dated works

No biography is available yet.

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Sign- and volatility-switching ARCH models: theory and applications to international stock markets1995
The impact of news on the exchange rate of the lira and long-term interest rates / by1999
With Banca d'Italia. Servizio studi
Stochastic volatility in financial markets: crossing the bridge to continuous time2000
With Antonio Mele
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate2001

Books

7 works

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Stochastic volatility in financial markets: crossing the bridge to continuous time2000
With Antonio Mele
5 editions
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Sign- and volatility-switching ARCH models: theory and applications to international stock markets1995
2 editions
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Role of Financial Variables in Predicting Economic Activity in the Euro Area2009
With Marco Lombardi, Raphael A. Espinoza
3 editions
shelves
0
reviews
0
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The impact of news on the exchange rate of the lira and long-term interest rates / by1999
With Banca d'Italia. Servizio studi
1 edition
shelves
0
reviews
0
lists
0
quotes
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The size of the equity premium2002
1 edition
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Recovering the probability density function of asset prices using GARCH as diffusion approximations2001
1 edition
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0
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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate2001
1 edition
shelves
0
reviews
0
lists
0
quotes
0

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