Fabio Fornari

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