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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Wagner, Joachim"
~subject:"Estimation"
~type_genre:"Article in journal"
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ECONIS (ZBW)
70
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1
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:
2
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
3
Markups and concentration in the context of digitization : evidence from German manufacturing industries
Weche, John P.
;
Wagner, Joachim
- In:
Jahrbücher für Nationalökonomie und Statistik
241
(
2021
)
5/6
,
pp. 667-699
Persistent link: https://www.econbiz.de/10012656925
Saved in:
4
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:
5
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
6
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
7
On the granularity of the German economy : first evidence from the top 100 companies panel database
Wagner, Joachim
;
Weche, John P.
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1768-1771
Persistent link: https://www.econbiz.de/10012315796
Saved in:
8
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:
9
Time zones and German exports : first evidence from firm-product level data
Wagner, Joachim
- In:
Review of world economics
155
(
2019
)
1
,
pp. 181-198
Persistent link: https://www.econbiz.de/10012108493
Saved in:
10
Active on many foreign markets : a portrait of german multi-market exporters and importers from manufacturing industries
Wagner, Joachim
- In:
Jahrbücher für Nationalökonomie und Statistik
238
(
2018
)
2
,
pp. 157-182
Persistent link: https://www.econbiz.de/10011953925
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