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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"Anleihe"
~subject:"Kreditrisiko"
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Schätzung
Anleihe
Kreditrisiko
Theorie
83
Theory
83
Portfolio selection
41
Portfolio-Management
41
Estimation
12
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11
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11
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19
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
22
Jarrow, Robert A.
20
Bahmani-Oskooee, Mohsen
18
Gouriéroux, Christian
18
Wohar, Mark E.
17
Koopman, Siem Jan
15
Moosa, Imad A.
15
Capponi, Agostino
14
Chang, Tsangyao
14
Tsionas, Efthymios G.
14
Crook, Jonathan N.
13
Engsted, Tom
13
Ghysels, Eric
13
Peel, David
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Creedy, John
12
Lucas, André
12
MacDonald, Ronald
12
McAleer, Michael
12
Tzavalis, Elias
12
Blundell, Richard W.
11
Brigo, Damiano
11
Chan, Joshua
11
Jawadi, Fredj
11
Koop, Gary
11
Monfort, Alain
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Semmler, Willi
11
Taylor, Mark P.
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of fixed income
2
The journal of fixed income : JFI
2
Annals of finance
1
Annals of operations research
1
Applied economics
1
Applied financial economics letters
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
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1
Journal of financial engineering
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
19
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
3
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
4
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
5
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
6
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
7
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
8
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
9
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
10
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
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