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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Phillips, Peter C. B.
Baillie, Richard
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Journal of empirical finance
Econometric theory
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Journal of econometrics
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The journal of portfolio management : JPM
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Oxford bulletin of economics and statistics
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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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1
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
2
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
3
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
4
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
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