Fabio Fornari
Identifiers
- Open LibraryOL2785062A
Top Subjects
- Interest rates (1)
- Foreign exchange rates (1)
- Italy (1)
- Stochastic approximation (1)
- Interest rates -- Forecasting (1)
- Investment analysis (1)
- Risk perception (1)
Books by Fabio Fornari
Total count: 10
-
Asymmetries and nonlinearities in economic activityBanca d'Italia1994-01-01
-
Sign- and volatility-switching ARCH modelstheory and applications to international stock marketsBanca d'Italia1995-01-01
-
The probability density function of interest rates implied in the price of optionsBanca d'Italia1998-01-01
-
The impact of news on the exchange rate of the lira and long-term interest rates / byBanca d'Italia1999-01-01
-
Stock values and fundamentalslink or irrationality?Banca d'Italia2000-01-01
-
Stochastic Volatility in Financial MarketsIsland Press2000-01-01
-
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rateBanca d'Italia2001-01-01
-
Recovering the probability density function of asset prices using GARCH as diffusion approximationsBanca d'Italia2001-01-01
-
The size of the equity premiumBanca d'Italia2002-01-01
-
Role of Financial Variables in Predicting Economic Activity in the Euro AreaInternational Monetary Fund2009-01-01