//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Forecasting model"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Stochastischer Prozess
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
Volatility
27
Volatilität
27
Capital income
24
Kapitaleinkommen
24
Stochastic process
24
Statistical distribution
21
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
18
Derivat
18
Derivative
18
Kreditrisiko
18
Risikoprämie
18
Risk premium
18
Risikomaß
17
Risk management
17
Risk measure
17
Risikomanagement
16
Welt
16
World
16
Prognoseverfahren
15
Asset-Backed Securities
14
Asset-backed securities
14
Börsenkurs
14
Share price
14
ARCH model
13
ARCH-Modell
13
Credit derivative
13
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
39
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Handbook
2
Handbuch
2
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Author
All
Fabozzi, Frank J.
Gupta, Rangan
187
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
71
Franses, Philip Hans
66
Wang, Yudong
59
Baghestani, Hamid
58
Fildes, Robert
57
Zhang, Yaojie
57
Timmermann, Allan
55
Marcellino, Massimiliano
54
McAleer, Michael
52
McMillan, David G.
52
Stekler, Herman O.
46
Wohar, Mark E.
45
Petropoulos, Fotios
42
Escudero, Laureano F.
40
Goodwin, Paul
40
Wang, Shouyang
40
Narayan, Paresh Kumar
39
Nikolopoulos, Konstantinos
39
Swanson, Norman R.
39
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Hendry, David F.
37
Zaremba, Adam
37
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Kapetanios, George
33
Phillips, Peter C. B.
33
Koopman, Siem Jan
32
Balcilar, Mehmet
31
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
5
Computational economics
3
Economics letters
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
International review of financial analysis
2
The journal of fixed income
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Econometric theory
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of risk
1
Quantitative finance
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
1
The journal of trading
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
6
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:
7
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:
8
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:
9
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
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
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->