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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Granger, C. W. J."
~person:"McMillen, Daniel P."
~subject:"Ökonometrie"
~type_genre:"Forschungsbericht"
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Schätzung
Ökonometrie
Theorie
159
Theory
159
Portfolio selection
42
Portfolio-Management
42
Estimation
26
Estimation theory
21
Schätztheorie
21
Time series analysis
20
Zeitreihenanalyse
20
Forecasting model
18
Prognoseverfahren
18
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13
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13
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12
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Article
34
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Article in journal
Forschungsbericht
Aufsatz in Zeitschrift
34
Graue Literatur
10
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10
Arbeitspapier
9
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9
Aufsatz im Buch
3
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English
33
French
1
Author
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Fabozzi, Frank J.
Granger, C. W. J.
McMillen, Daniel P.
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
28
Serletis, Apostolos
27
Kumbhakar, Subal
26
Phillips, Peter C. B.
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Ghysels, Eric
17
McAleer, Michael
17
Moosa, Imad A.
16
Hendry, David F.
15
Pesaran, M. Hashem
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Creedy, John
14
Engsted, Tom
14
Koop, Gary
14
Barnett, William A.
13
Peel, David
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Geweke, John
12
Heckman, James J.
12
Jawadi, Fredj
12
Koopman, Siem Jan
12
MacDonald, Ronald
12
Narayan, Paresh Kumar
12
Sickles, Robin C.
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Anselin, Luc
11
Blundell, Richard W.
11
Chan, Joshua
11
Diebold, Francis X.
11
Franses, Philip Hans
11
Taylor, Mark P.
11
Timmermann, Allan
11
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Journal of urban economics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Journal of econometrics
2
Journal of regional science
2
The journal of fixed income
2
Annals of operations research
1
Applied economics
1
Causality
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International review of financial analysis
1
Jingji-lunwen
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Macroeconomic dynamics
1
Population : édition française : revue publiée par l'Institut national d'études démographiques
1
Regional science & urban economics
1
Review of quantitative finance and accounting
1
The economic journal : the journal of the Royal Economic Society
1
The journal of fixed income : JFI
1
The journal of real estate finance and economics
1
The significance of testing in econometrics
1
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ECONIS (ZBW)
34
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34
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Conditionally parametric quantile regression for spatial data : an analysis of land values in early nineteenth century Chicago
McMillen, Daniel P.
- In:
Regional science & urban economics
55
(
2015
),
pp. 28-38
Persistent link: https://www.econbiz.de/10011479834
Saved in:
9
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
10
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
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