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~language:"ell"
~language:"eng"
~language:"ukr"
~person:"Fabozzi, Frank J."
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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ARCH-Modell
Prognoseverfahren
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
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27
Volatilität
27
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24
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24
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24
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24
Statistical distribution
21
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21
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20
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18
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28
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Fabozzi, Frank J.
Gupta, Rangan
205
Ma, Feng
95
Pierdzioch, Christian
84
McMillan, David G.
73
Clements, Michael P.
70
Franses, Philip Hans
69
McAleer, Michael
67
Wang, Yudong
64
Baghestani, Hamid
58
Fildes, Robert
57
Zhang, Yaojie
57
Timmermann, Allan
54
Marcellino, Massimiliano
51
Wohar, Mark E.
51
Bouri, Elie
50
Stekler, Herman O.
46
Narayan, Paresh Kumar
44
Wang, Shouyang
43
Petropoulos, Fotios
42
Salisu, Afees A.
41
Goodwin, Paul
40
Balcilar, Mehmet
39
Nikolopoulos, Konstantinos
39
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Zaremba, Adam
38
Hendry, David F.
36
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Degiannakis, Stavros
34
Wei, Yu
34
Bratu, Mihaela
33
Kapetanios, George
33
Hammoudeh, Shawkat
32
Kumar, Dilip
32
Demirer, Rıza
31
Ghysels, Eric
31
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Journal of banking & finance
3
Computational economics
2
European journal of operational research : EJOR
2
International review of financial analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of fixed income
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of economics and finance
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
Journal of forecasting
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
28
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1
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
4
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:
5
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
6
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
7
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:
8
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
9
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:
10
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
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