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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Hassan, M. Kabir"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Hassan, M. Kabir
Jawadi, Fredj
11
Gupta, Rangan
8
Semmler, Willi
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Blazsek, Szabolcs
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Chiarella, Carl
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
Research in international business and finance
22
The journal of fixed income
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Finance research letters
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Applied financial economics
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International review of economics & finance : IREF
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International journal of Islamic and Middle Eastern finance and management
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Journal of banking & finance
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Journal of economic cooperation & development
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Applied economics
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Pacific-Basin finance journal
13
International journal of theoretical and applied finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
European journal of operational research : EJOR
9
The journal of fixed income : JFI
9
Computational economics
8
Global finance journal
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Thunderbird international business review
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Economics letters
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The Indian journal of economics
7
The journal of corporate finance : contracting, governance and organization
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Emerging markets review
6
International review of financial analysis
6
Journal of international money and finance
6
Applied economics letters
5
Eurasian economic review : a journal in applied macroeconomics and finance
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Journal of economics and finance
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Journal of financial stability
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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The Singapore economic review
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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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
5
Borsa Istanbul Review
4
Economic modelling
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Energy economics
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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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