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Publications by Fabio Milani

Learning and Time-Varying Macroeconomic Volatility

Journal of Economic Dynamics and Control

Applied Mathematics

English

Sentiment and the U.S. Business Cycle

Journal of Economic Dynamics and Control

Applied Mathematics

English

Related publications

Time-Varying Oil Price Volatility and Macroeconomic Aggregates

SSRN Electronic Journal

English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

Testing Explosive Bubbles With Time-Varying Volatility

Econometric Reviews

English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

English

Macroeconomic Volatility and Stock Market Volatility, Worldwide

English

Time Varying Volatility in the Indian Stock Market

Decision Sciences

English

Time-Varying and Asymmetric Relationship Between Energy Use and Macroeconomic Activity

English

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance

English