MELE, Antonio
MELE, Antonio
Dip. SCIENZE ECONOMICHE E FINANZIARIE (attivo dal 01/01/1900 al 31/12/2011)
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Risultati 1 - 15 di 15 (tempo di esecuzione: 0.067 secondi).
A Stochastic Variance Model For Absolute Returns
1994-01-01 A. MELE; FORNARI F
A Two Factor Arbitrage Model with Optimal Filtering Behavior
1994-01-01 A. MELE; FORNARI F
Approximating Volatility Diffusions with CEV-ARCH Models
2006-01-01 A. MELE; FORNARI F
Asymmetric Stock Market Volatility and the Cyclical Behavior of Expected Returns
2007-01-01 A. MELE
Asymmetries and Non-Linearities in the Economic Activity
1997-01-01 A. MELE; FORNARI F
Continuous Time Conditionally Heteroskedastic Models: Theory with Applications to the Term Structure of Interest Rates
1995-01-01 A. MELE; FORNARI F
Dynamiques non linéaires, volatilité et équilibre
1998-01-01 A. MELE
Fundamental Properties of Bond Prices in Models of the Short-Term Rate
2003-01-01 A. MELE
Modeling the Changing Asymmetry of Conditional Variances
1996-01-01 A. MELE; FORNARI; F
Recovering the Probability Density Function of Asset Prices using GARCH as Diffusion Approximations
2001-01-01 A. MELE; FORNARI F
Sign and Volatility Switching ARCH Models
1997-01-01 A. MELE; FORNARI F
Stochastic Behavior of Deterministic Utility Functions
1994-01-01 A. MELE
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time
2000-01-01 A. MELE; FORNARI F
Volatility Smiles and the Information Content of News
2001-01-01 A. MELE; FORNARI F
Weak Convergence and Distributional Assumptions for a General Class of Non Linear ARCH Models
1997-01-01 A. MELE; FORNARI F