List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Approximating volatility diffusions with CEV-ARCH models Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
| Stochastic volatility in financial markets. Crossing the bridge to continuous time Dynamic Modeling and Econometrics in Economics and Finance | 2001-06-18 | Paper |
| Weak convergence and distributional assumptions for a general class of nonliner arch models Econometric Reviews | 1998-10-06 | Paper |
| Modeling the changing asymmetry of conditional variances Economics Letters | 1997-02-27 | Paper |
| A stochastic variance model for absolute returns Economics Letters | 1997-02-27 | Paper |
| scientific article; zbMATH DE number 813756 (Why is no real title available?) | 1995-11-08 | Paper |
| A stochastic variance model for absolute returns Economics Letters | 1995-02-19 | Paper |
Research outcomes over time
This page was built for person: Fabio Fornari
