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~isPartOf:"International review of financial analysis"
~language:"eng"
~language:"fra"
~person:"Egger, Peter"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Kongressschrift"
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Volatility
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Egger, Peter
Fabozzi, Frank J.
Goodell, John W.
25
Xuan Vinh Vo
17
Lucey, Brian M.
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Bouri, Elie
15
Guesmi, Khaled
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Liu, Jia
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International review of financial analysis
The world economy : the leading journal on international economic relations
37
The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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Economics letters
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The journal of fixed income
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International journal of theoretical and applied finance
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European economic review : EER
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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Econometric reviews
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Empirica : journal of european economics
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Oxford economic papers
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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ECONIS (ZBW)
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1
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:
2
Hedge fund allocation : evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
International review of financial analysis
45
(
2016
),
pp. 189-201
Persistent link: https://www.econbiz.de/10011581970
Saved in:
3
Trade the tweet : social media text mining and sparse matrix factorization for stock market prediction
Sun, Andrew
;
Lachanski, Michael
;
Fabozzi, Frank J.
- In:
International review of financial analysis
48
(
2016
),
pp. 272-281
Persistent link: https://www.econbiz.de/10011624520
Saved in:
4
Focusing on the worst state for robust investing
Kim, Woo Chang
;
Kim, Jang Ho
;
Mulvey, John M.
;
Fabozzi, …
- In:
International review of financial analysis
39
(
2015
),
pp. 19-31
Persistent link: https://www.econbiz.de/10011573045
Saved in:
5
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
6
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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