SimulationofinterestrateoptionsusingARCH Bianchi,CarloandCalzolari,GiorgioandSterbenz,FredericP. MunichPersonalRePEcArchive

Spectral analysis of stochastic and analytic simulation results for a. nonlinear model for the

methods of estimation: an application to a model of the Italian economy. Bianchi, Carlo and Calzolari, Giorgio and

Utilizing a program loaded into the user program area to load another module in the same user program area. Bianchi, Carlo and Calzolari, Giorgio and

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Sitzia, Bruno. IBM Scientific Center, Pisa, Italy, Universita’ di

Carlo BIANCHI - IBM Italy, Pisa Scientific Center Giorgio CALZOLARI - IBM Italy, Pisa Scientific Center Paolo CORSI - IBM Italy, Pisa Scientific Center.

IBM Scientific Center, Pisa, Italy., Prometeia Calcolo, Bologna, Italy. 4

Confidence intervals of forecasts from nonlinear econometric models. Bianchi, Carlo and

Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Bianchi, Carlo and