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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Forecasting model
Statistische Verteilung
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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27
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27
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27
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24
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24
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English
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Fabozzi, Frank J.
Gupta, Rangan
186
Ma, Feng
91
Pierdzioch, Christian
83
Clements, Michael P.
70
Franses, Philip Hans
64
Baghestani, Hamid
58
Wang, Yudong
58
Fildes, Robert
57
Zhang, Yaojie
57
Timmermann, Allan
55
Marcellino, Massimiliano
52
McMillan, David G.
52
Stekler, Herman O.
46
Wohar, Mark E.
45
Petropoulos, Fotios
42
Swanson, Norman R.
42
Goodwin, Paul
40
Narayan, Paresh Kumar
39
Nikolopoulos, Konstantinos
39
Wang, Shouyang
39
Zaremba, Adam
39
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Taylor, James W.
38
Diebold, Francis X.
36
Hendry, David F.
36
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Balcilar, Mehmet
31
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Kapetanios, George
30
Dijk, Dick van
29
Ghysels, Eric
29
Makridakis, Spyros G.
29
Michelsen, Claus
29
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The journal of portfolio management : a publication of Institutional Investor
3
Applied financial economics
2
Computational economics
2
Economics letters
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Review of quantitative finance and accounting
2
The journal of fixed income : JFI
2
Annals of finance
1
Annals of operations research
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of statistical and econometric methods
1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
36
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
8
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:
9
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:
10
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
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