Fabio Fornari Books

Stochastic Volatility in Financial Markets
Stochastic Volatility in Financial Markets

By Fabio Fornari, Antonio Mele

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"In this book, the authors emphasize the use of the popular ARCH models in formulating, estimating, and testing the continuous time stochastic volatility models favored in the theoretical literatur...

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Stochastic Volatility in Financial Markets
Role of Financial Variables in Predicting Economic Activity in the Euro Area
Role of Financial Variables in Predicting Economic Activity in the Euro Area
Role of Financial Variables in Predicting Economic Activity in the Euro Area
Stochastic Volatility in Financial Markets
Stochastic Volatility in Financial Markets

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