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~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Statistische Verteilung
Theorie
92
Theory
92
Portfolio selection
79
Portfolio-Management
79
USA
40
United States
40
Option pricing theory
38
Optionspreistheorie
38
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30
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30
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27
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27
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26
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26
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24
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Fabozzi, Frank J.
Dijk, Herman K. van
44
Ravazzolo, Francesco
31
Lucas, André
30
Härdle, Wolfgang
28
Paolella, Marc S.
28
Nadarajah, Saralees
27
Račev, Svetlozar T.
27
Mitchell, James
24
Hoogerheide, Lennart
21
McAleer, Michael
21
Einmahl, John H. J.
20
Griffiths, William E.
20
Opschoor, Anne
20
Phillips, Peter C. B.
20
Casarin, Roberto
19
Linton, Oliver
19
Dijk, Dick van
18
Bottazzi, Giulio
16
Vries, Casper G. de
16
Fischer, Matthias
15
Gómez-Déniz, Emilio
15
Landsman, Zinoviy
15
Perote, Javier
15
Sarabia Alzaga, José Maria
15
Akira Toda, Alexis
14
Calderín-Ojeda, Enrique
14
González-Val, Rafael
14
Harvey, Andrew C.
14
Kim, Young Shin
14
Koopman, Siem Jan
14
Corradi, Valentina
13
Fagiolo, Giorgio
13
Grassi, Stefano
13
Sentana, Enrique
13
Swanson, Norman R.
13
Ardia, David
12
Bollerslev, Tim
12
Chernozhukov, Victor
12
Duangkamon Chotikapanich
12
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Working paper series in economics
5
Applied financial economics
2
Computational economics
2
Journal of banking & finance
2
Annals of finance
1
Annals of operations research
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of statistical and econometric methods
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Temi di discussione / Banca d'Italia
1
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ECONIS (ZBW)
27
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
4
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
5
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:
6
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:
7
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
8
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
9
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
10
Tempered stable Ornstein-Uhlenbeck processes : a practical view
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
-
2013
Persistent link: https://www.econbiz.de/10010351148
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