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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"cat"
~language:"eng"
~language:"ron"
~person:"Fabozzi, Frank J."
~person:"Hasan, Iftekhar"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Hasan, Iftekhar
Jawadi, Fredj
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Gupta, Rangan
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Semmler, Willi
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of banking & finance
47
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
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The journal of corporate finance : contracting, governance and organization
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International review of financial analysis
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Applied financial economics
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International journal of theoretical and applied finance
12
Applied economics
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European journal of operational research : EJOR
10
Finance research letters
10
Journal of empirical finance
9
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European financial management : the journal of the European Financial Management Association
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Journal of financial and quantitative analysis : JFQA
8
Economics letters
7
Financial markets, institutions & instruments
7
Computational economics
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Journal of financial services research : JFSR
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Journal of money, credit and banking : JMCB
6
Review of quantitative finance and accounting
6
The journal of financial research
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Journal of economics & business
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
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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Emerging markets review
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Journal of financial intermediation
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Journal of financial stability
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Journal of international accounting research
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
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