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subject:"Wechselkurs"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Theorie"
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20
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7
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Fabozzi, Frank J.
Bahmani-Oskooee, Mohsen
76
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
32
Gupta, Rangan
30
Serletis, Apostolos
28
Kumbhakar, Subal
25
MacDonald, Ronald
25
Wohar, Mark E.
21
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19
Hsing, Yu
19
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19
Tiwari, Aviral Kumar
19
Pierdzioch, Christian
18
Beckmann, Joscha
17
Chang, Tsangyao
16
Apergēs, Nikolaos
15
McAleer, Michael
14
Narayan, Paresh Kumar
14
Rashid, Abdul
14
Arize, Augustine Chuck
13
Bollerslev, Tim
13
Brooks, Robert
13
Engsted, Tom
13
Peel, David
13
Su, Chi-Wei
13
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13
Asai, Manabu
12
Bleaney, Michael F.
12
Creedy, John
12
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12
Ghysels, Eric
12
Hegerty, Scott W.
12
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12
Sarno, Lucio
12
Sosvilla-Rivero, Simón
12
Tsionas, Efthymios G.
12
Blundell, Richard W.
11
Chan, Joshua
11
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of fixed income
2
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1
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1
International review of financial analysis
1
Journal of financial and quantitative analysis : JFQA
1
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1
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1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
8
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
9
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
10
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
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