Fornari, Fabio
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- Recovering the probability density function of asset prices using GARCH as diffusion approximation
- Stock values and foundamentals, link or irrationality?
- Variabilita dei tassi d'interesse e contenuto informativo delle opzioni
- The size of the equity premium
- The impact of news on the exchange rate of the lira and long-term interest rates
- The probability density function of interest rates implied in the price of options
- Sign- and volatility-switching ARCH models, theory and applications to international stock markets
- Stochastic volatility in financial markets, crossing the bridge to continuous time, Fabio Fornari and Antonio Mele
- Asymmetries and nonlinearities in economic activity
- A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate