Books by Fabio Fornari
Role of Financial Variables in
Role of Financial Variables in Predicting Economic Activity in the Euro Area
The size of the equity premium
The size of the equity premium
A simple approach to the estim
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Recovering the probability den
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Stochastic volatility in financial markets
Stock values and fundamentals
Stock values and fundamentals
The impact of news on the exch
The impact of news on the exchange rate of the lira and long-term interest rates / by
The probability density functi
The probability density function of interest rates implied in the price of options
Sign- and volatility-switching
Sign- and volatility-switching ARCH models
Asymmetries and nonlinearities
Asymmetries and nonlinearities in economic activity