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Sign- and volatility-switching ARCH models : theory and applications to international stock markets / by Fabio Fornari and Antonio Mele. (Temi di discussione del Servizio studi ; no. 251)

Sign- and volatility-switching ARCH models : theory and applications to international stock markets / by Fabio Fornari and Antonio Mele. (Temi di discussione del Servizio studi ; no. 251)
Paper図書
Banca d'Italia1995.<DF178-A97>
National Diet Library
  • Author HeadingFornari, Fabio. Mele, Antonio.

Stochastic volatility in financial markets : crossing the bridge to continuous time

Stochastic volatility in financial markets : crossing the bridge to continuous time
Paper図書
Fabio Fornari and Antonio MeleKluwer Academic Publishersc2000
Other Libraries in Japan
  • Author HeadingFornari, Fabio Mele, Antonio

The impact of news on the exchange rate of the lira and long-term interest rates

The impact of news on the exchange rate of the lira and long-term interest rates
Paper図書
by F. Fornari, ... [et al.]Banca d'Italia1999
Other Libraries in Japan
  • Author HeadingFornari, Fabio

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
Paper図書
by Fabio Fornari and Roberto VioliBanca d'Italia1998
Other Libraries in Japan
  • Author HeadingFornari, Fabio Violi, Roberto

Variabilità dei tassi d'interesse e contenuto informativo delle opzioni

Variabilità dei tassi d'interesse e contenuto informativo delle opzioni
Paper図書
di Fabio Fornari e Carlo MonticelliBanca d'Italia1997
Other Libraries in Japan
  • Author HeadingFornari, Fabio Monticelli, Carlo

Sign- and volatility-switching ARCH models : theory and applications to international stock markets

Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Paper図書
by Fabio Fornari and Antonio MeleBanca d'Italia1995
Other Libraries in Japan
  • Author HeadingFornari, Fabio Mele, Antonio Banca d'Italia....

Asymmetries and nonlinearities in economic activity

Asymmetries and nonlinearities in economic activity
Paper図書
by Fabio Fornari and Antonio MeleBanca d'Italia1994
Other Libraries in Japan
  • Author HeadingFornari, Fabio Mele, Antonio Banca d'Italia....

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