00997nam0-22002891i-450-99000386864040332120130604115557.0000386864FED01000386864(Aleph)000386864FED0100038686420030910d2001----km-y0itay50------baengITRecovering the probability density function of asset prices using GARCH as diffusion approximationsby Fabio Fornari and Antonio MeleRomaBanca d'Italia200139 p.30 cmTemi di discussione del Servizio studiBanca d'Italia396Fornari,Fabio<1964- >374677Mele,Antonio17392ITUNINARICAUNIMARCBK990003868640403321Doc Bd'I/TD/396s.n.345/396SESSESRecovering the probability density function of asset prices using GARCH as diffusion approximations514061UNINA