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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
Theorie
83
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83
Portfolio selection
77
Portfolio-Management
77
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38
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38
Option pricing theory
35
Optionspreistheorie
35
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27
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24
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Fabozzi, Frank J.
Gupta, Rangan
142
Zaremba, Adam
94
McMillan, David G.
90
Ma, Feng
83
Narayan, Paresh Kumar
65
Wohar, Mark E.
64
Bouri, Elie
63
McAleer, Michael
59
Tiwari, Aviral Kumar
54
Wang, Yudong
51
Faff, Robert W.
50
Bali, Turan G.
48
Hammoudeh, Shawkat
48
Nguyen, Duc Khuong
46
Zhang, Yaojie
45
Cakici, Nusret
43
Brooks, Robert
42
Caporale, Guglielmo Maria
42
Demirer, Rıza
41
Xuan Vinh Vo
40
Sehgal, Sanjay
39
Chiang, Thomas C.
37
Kumar, Dilip
37
Fletcher, Jonathan
36
Kang, Sang Hoon
35
Pierdzioch, Christian
35
Zhang, Wei
35
Balcilar, Mehmet
34
Gil-Alaña, Luis A.
32
Liang, Chao
32
Titman, Sheridan
32
Bollerslev, Tim
31
Brooks, Chris
31
Yoon, Seong-min
31
Apergēs, Nikolaos
30
Lucey, Brian M.
30
Shahzad, Syed Jawad Hussain
30
Yin, Libo
30
Zhou, Guofu
30
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Journal of banking & finance
4
Applied financial economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
Computational economics
2
International review of financial analysis
2
The journal of fixed income
2
Annals of economics and finance
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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International journal of finance & economics : IJFE
1
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1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
35
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1
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
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
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:
4
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:
5
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:
6
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
7
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:
8
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
9
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:
10
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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