F. Fornari

Economics and Econometrics · 2001–2012

A researcher in the Science corpus: 4 papers; trusts 10 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom F. Fornari trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yacine Aït-Sahalia
  2. Mikhail Chernov
  3. Eric Ghysels
  4. Andrew W. Lo
  5. Valentina Corradi
  6. Silvia Magri

Who trusts F. Fornari overall

  1. F. Busetti
  2. Walid Mensi
  3. L. Gambacorta
  4. Andrea Zaghini
  5. A. Brandolini
  6. M. Paiella
  7. Marco Moscadelli
  8. G. Tomat
  9. R. Golinelli
  10. Makram Beljid

Papers from F. Fornari's perspective

Ordered by how strongly the researchers F. Fornari trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Nonparametric Risk Management and Implied Risk Aversion
  2. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. The Pricing of Options and Corporate Liabilities
  4. Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth?
  5. Do option markets correctly price the probabilities of movement of the underlying asset
  6. Reconsidering the continuous time limit of the GARCH(1, 1) process
  7. Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks (Review of Economics and Statistics)
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Estimation of affine asset pricing models using the empirical characteristic function
  10. On the informational content of implied volatility

Their papers