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type_genre:"Article in journal"
type_genre:"Fallstudie"
~person:"Fabozzi, Frank J."
~person:"Finger, Robert"
~subject:"Capital income"
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Fabozzi, Frank J.
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International journal of finance & economics : IJFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
2
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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