Items where Author is "Fornari, Fabio"

Number of items: 9.
  • Asymmetries and non-linearities in economic activity. Mele, Antonio and Fornari, Fabio
  • Financial volatility and economic activity. Fornari, Fabio and Mele, Antonio picture_as_pdf
  • Modeling the changing asymmetry of conditional variances. Mele, Antonio and Fornari, Fabio
  • Recovering the probability density function of asset prices using garch as diffusion approximations. Fornari, Fabio and Mele, Antonio
  • Sign - and volatility - switching arch models: theory and applications to international stock markets. Mele, Antonio and Fornari, Fabio
  • Stochastic volatility in financial markets : crossing the bridge to continuous time. Mele, Antonio and Fornari, Fabio
  • Volatility smiles and the information content of news. Fornari, Fabio and Mele, Antonio
  • Weak convergence and distributional assumptions for a general class of nonliner arch models. Mele, Antonio and Fornari, Fabio
  • A two factor arbitrage model with optimal filtering behavior. Fornari, Fabio and Mele, Antonio