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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"ARCH model"
~subject:"Asset-Backed Securities"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Article"
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ARCH model
Asset-Backed Securities
Risikomaß
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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27
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26
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26
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24
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24
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Fabozzi, Frank J.
Ma, Feng
67
McAleer, Michael
65
Gupta, Rangan
52
Hammoudeh, Shawkat
42
Bouri, Elie
38
Kumar, Dilip
35
Kang, Sang Hoon
34
Tiwari, Aviral Kumar
33
Zhang, Yaojie
33
McMillan, David G.
29
Mensi, Walid
28
Nguyen, Duc Khuong
28
Serletis, Apostolos
28
Wang, Ruodu
28
Wang, Yudong
28
Caporin, Massimiliano
27
Hamori, Shigeyuki
25
Yoon, Seong-min
25
Degiannakis, Stavros
24
Francq, Christian
23
Liang, Chao
23
Wei, Yu
23
Ji, Qiang
22
Righi, Marcelo Brutti
22
Chiang, Thomas C.
21
Hafner, Christian M.
21
Zakoïan, Jean-Michel
21
Lucey, Brian M.
20
Račev, Svetlozar T.
20
Wu, Xinyu
20
Choudhry, Taufiq
19
Floros, Christos
19
Guesmi, Khaled
19
Teräsvirta, Timo
19
Živkov, Dejan
19
Bali, Turan G.
18
Brooks, Robert
18
Chang, Chia-Lin
18
Chen, Cathy W. S.
18
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Journal of banking & finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income
4
International journal of theoretical and applied finance
3
Annals of economics and finance
2
Computational economics
2
European financial management : the journal of the European Financial Management Association
2
The journal of structured finance
2
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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1
Journal of financial services research
1
Review of quantitative finance and accounting
1
The European journal of finance
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The journal of alternative investments : JAI
1
The journal of asset management
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The journal of fixed income : JFI
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ECONIS (ZBW)
40
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40
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date (oldest first)
1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
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:
3
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
4
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
5
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:
6
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
7
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:
8
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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