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Institutional investment management : equity and bond portfolio strategies and applications
Fabozzi, Frank J. - 2009
Persistent link: https://www.econbiz.de/10003865444
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Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
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Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J.; … - In: Annals of finance 4 (2008) 2, pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
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The US equity markets
Jones, Frank Joseph; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763487
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Bond markets, analysis and strategies
Fabozzi, Frank J. - 1989
Persistent link: https://www.econbiz.de/10013474685