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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"ARCH model"
~subject:"Theorie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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ARCH model
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82
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75
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75
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37
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37
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35
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35
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Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
93
Aufsatz im Buch
52
Book section
52
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1
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Fabozzi, Frank J.
Beladi, Hamid
162
Creedy, John
142
Pestieau, Pierre
142
Güth, Werner
141
Lai, Ching-chong
140
Phillips, Peter C. B.
138
Gupta, Rangan
125
Nijkamp, Peter
124
Turnovsky, Stephen J.
123
Marjit, Sugata
120
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116
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115
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115
Tirole, Jean
115
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
109
McAleer, Michael
109
Laporte, Gilbert
106
Tsionas, Efthymios G.
105
Jarrow, Robert A.
104
Cheng, T. C. E.
102
Lien, Da-hsiang Donald
100
Miceli, Thomas J.
98
Devereux, Michael B.
97
Gersbach, Hans
97
Shogren, Jason F.
97
Broll, Udo
96
Kumbhakar, Subal
96
Quiggin, John C.
96
Serletis, Apostolos
96
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95
Stiglitz, Joseph E.
95
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Frey, Bruno S.
92
Laffont, Jean-Jacques
92
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90
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Journal of banking & finance
8
International journal of theoretical and applied finance
7
The journal of fixed income
6
The journal of portfolio management : a publication of Institutional Investor
5
Applied economics
4
Computational economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
European journal of operational research : EJOR
3
Review of quantitative finance and accounting
3
The journal of asset management
3
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3
Applied financial economics letters
2
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2
International review of financial analysis
2
Advances in futures and options research : a research annual
1
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1
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1
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ECONIS (ZBW)
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
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:
3
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:
4
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
5
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
6
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:
7
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:
8
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
9
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:
10
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
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