F
Fabio Fornari
10 works on record
Works
Stochastic volatility in financial markets
Role of Financial Variables in Predicting Economic Activity in the Euro Area
Role of Financial Variables in Predicting Economic Activity in the Euro Area
The impact of news on the exchange rate of the lira and long-term interest rates / by
The impact of news on the exchange rate of the lira and long-term interest rates / by
Asymmetries and nonlinearities in economic activity
Asymmetries and nonlinearities in economic activity
The size of the equity premium
The size of the equity premium
Stock values and fundamentals
Stock values and fundamentals
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Sign- and volatility-switching ARCH models
Sign- and volatility-switching ARCH models
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
The probability density function of interest rates implied in the price of options
The probability density function of interest rates implied in the price of options