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~isPartOf:"Computational economics"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Serletis, Apostolos"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Bibliography included"
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Volatility
4
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4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
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2
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Fabozzi, Frank J.
Serletis, Apostolos
Halkos, George E.
13
Villani, Giovanni
11
Jawadi, Fredj
8
Biancardi, Marta Elena
7
Chen, Shu-Heng
7
Semmler, Willi
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Tsilika, Kyriaki D.
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Bekiros, Stelios
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6
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6
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Sun, Edward W.
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Tiwari, Aviral Kumar
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Tucci, Marco Paolo
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Atolia, Manoj
5
Caporale, Guglielmo Maria
5
Chen, Cathy W. S.
5
Ching, Wai Ki
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Hespeler, Frank
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Prigent, Jean-Luc
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Siu, Tak Kuen
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Tassier, Troy
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4
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4
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The journal of portfolio management : JPM
34
Macroeconomic dynamics
33
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Energy economics
18
Journal of macroeconomics
17
Open economies review
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Applied economics
16
Applied financial economics
14
Journal of banking & finance
14
Economics letters
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International journal of theoretical and applied finance
12
The energy journal
10
European journal of operational research : EJOR
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of fixed income : JFI
9
Finance research letters
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Journal of economic dynamics & control
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Economia internazionale
7
Journal of econometrics
7
International review of financial analysis
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Journal of money, credit and banking : JMCB
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Applied economics letters
5
Journal of economic studies
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Journal of international money and finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European financial management : the journal of the European Financial Management Association
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Journal of economics and finance : JEF
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Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
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The Canadian journal of economics
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The journal of asset management
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The journal of structured finance
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Advances in futures and options research : a research annual
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Annals of operations research
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Applied financial economics letters
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ECONIS (ZBW)
7
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1
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
2
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
3
Conditional correlation demand systems
Serletis, Apostolos
;
Xu, Libo
- In:
Computational economics
56
(
2020
)
1
,
pp. 77-86
Persistent link: https://www.econbiz.de/10012272017
Saved in:
4
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
5
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
6
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
7
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
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