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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Börsenkurs"
~subject:"Estimation"
~type_genre:"Article in journal"
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Börsenkurs
Estimation
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83
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83
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77
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77
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38
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38
Option pricing theory
35
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35
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Fabozzi, Frank J.
Gupta, Rangan
236
Bahmani-Oskooee, Mohsen
161
Gil-Alaña, Luis A.
142
Narayan, Paresh Kumar
121
Caporale, Guglielmo Maria
116
Wohar, Mark E.
109
Chang, Tsangyao
108
Tiwari, Aviral Kumar
102
Apergēs, Nikolaos
98
Zaremba, Adam
90
Hammoudeh, Shawkat
74
Lee, Chien-chiang
72
McMillan, David G.
70
Ma, Feng
66
Pierdzioch, Christian
65
Hsing, Yu
64
Shahbaz, Muhammad
64
Xuan Vinh Vo
64
Faff, Robert W.
63
Belke, Ansgar
62
Balcilar, Mehmet
61
Madura, Jeff
60
Moosa, Imad A.
60
Su, Chi-Wei
60
Ryu, Doojin
59
Bouri, Elie
56
Kumbhakar, Subal
56
Brooks, Robert
54
Kutan, Ali Mustafa
53
Serletis, Apostolos
53
Salisu, Afees A.
52
Hassan, M. Kabir
51
McAleer, Michael
51
Zhang, Wei
51
Egger, Peter
50
Wagner, Joachim
50
Hamori, Shigeyuki
47
Herwartz, Helmut
47
Payne, James E.
44
Shahzad, Syed Jawad Hussain
44
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
International review of financial analysis
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
Quantitative finance
2
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2
Annals of operations research
1
Applied economics letters
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Emerging markets review
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ECONIS (ZBW)
32
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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
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:
3
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:
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
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:
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
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
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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