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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Share price"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Sammlung"
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Share price
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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24
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Fabozzi, Frank J.
Gupta, Rangan
120
Narayan, Paresh Kumar
73
Zaremba, Adam
59
Wohar, Mark E.
57
McMillan, David G.
53
Ryu, Doojin
52
Madura, Jeff
50
Ma, Feng
47
Tiwari, Aviral Kumar
47
Caporale, Guglielmo Maria
42
Hammoudeh, Shawkat
41
Xiong, Xiong
41
Faff, Robert W.
40
Pierdzioch, Christian
38
Zhang, Wei
38
Gil-Alaña, Luis A.
37
Blau, Benjamin
34
Chiang, Thomas C.
34
Bouri, Elie
33
Hassan, M. Kabir
33
Salisu, Afees A.
33
Brooks, Robert
32
Kim, Jeong-bon
32
Chan, Kam C.
31
Apergēs, Nikolaos
30
Corbet, Shaen
30
Lien, Da-hsiang Donald
30
Ngo, Thanh
30
Wong, Wing Keung
30
Demirer, Rıza
29
Xuan Vinh Vo
29
Balcilar, Mehmet
28
Nadarajah, Saralees
28
Nguyen, Duc Khuong
28
Schiereck, Dirk
28
Subrahmanyam, Avanidhar
28
Plastun, Alex
27
Shen, Dehua
27
Cakici, Nusret
26
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The journal of portfolio management : a publication of Institutional Investor
4
Applied financial economics
3
Computational economics
2
Journal of banking & finance
2
The journal of asset management
2
Annals of finance
1
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic dynamics & control
1
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1
Journal of empirical finance
1
Journal of statistical and econometric methods
1
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1
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1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
35
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1
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:
2
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:
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
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:
5
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:
6
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
7
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:
8
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
9
Sin stocks revisited : resolving the sin stock anomaly
Blitz, David
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
Saved in:
10
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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