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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"McMillen, Daniel P."
~subject:"Probability theory"
~type_genre:"Forschungsbericht"
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Schätzung
Probability theory
Theorie
99
Theory
99
Portfolio selection
41
Portfolio-Management
41
Estimation
22
CAPM
11
Statistical distribution
11
Statistische Verteilung
11
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10
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10
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Städtische Flächennutzung
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Article
25
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Article in journal
Forschungsbericht
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25
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4
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Fabozzi, Frank J.
McMillen, Daniel P.
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Phillips, Peter C. B.
16
Moosa, Imad A.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Peel, David
14
Tsionas, Efthymios G.
14
Engsted, Tom
13
Gallant, A. Ronald
13
Ghysels, Eric
13
Koopman, Siem Jan
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Creedy, John
12
Koop, Gary
12
MacDonald, Ronald
12
Tzavalis, Elias
12
Blundell, Richard W.
11
Chan, Joshua
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Taylor, Mark P.
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Constantinescu, Corina
10
Franses, Philip Hans
10
Harvey, David I.
10
Jawadi, Fredj
10
Marcellino, Massimiliano
10
Narayan, Paresh Kumar
10
Pierdzioch, Christian
10
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Journal of urban economics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
International journal of theoretical and applied finance
2
The journal of fixed income
2
Annals of finance
1
Annals of operations research
1
Applied economics
1
International review of financial analysis
1
Journal of financial and quantitative analysis : JFQA
1
Journal of regional science
1
Regional science & urban economics
1
Review of quantitative finance and accounting
1
The journal of fixed income : JFI
1
The journal of real estate finance and economics
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ECONIS (ZBW)
25
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25
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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
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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