Fabio Fornari

Available identifiers

zbMath Open fornari.fabioMaRDI QIDQ181848

List of research outcomes

Publication	Date of Publication	Type
Approximating volatility diffusions with CEV-ARCH models	2008-11-25	Paper
Stochastic volatility in financial markets. Crossing the bridge to continuous time	2001-06-18	Paper
Weak convergence and distributional assumptions for a general class of nonliner arch models	1998-10-06	Paper
Modeling the changing asymmetry of conditional variances	1997-02-27	Paper
A stochastic variance model for absolute returns	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4854100	1995-11-08	Paper
A stochastic variance model for absolute returns	1995-02-19	Paper

Research outcomes over time

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