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~accessRights:"restricted"
~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Volatilität"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Finanzmarkt
Theory
Volatilität
Zustandsraummodell
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Time series analysis
5
Zeitreihenanalyse
5
Simulation
4
State space model
4
Volatility
4
Estimation theory
3
Monte Carlo simulation
3
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3
Option pricing theory
3
Optionspreistheorie
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2
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Boubaker, Heni
Fabozzi, Frank J.
Stiglitz, Joseph E.
Halkos, George E.
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Bekiros, Stelios
3
Chen, Cathy W. S.
3
Chen, Shu-Heng
3
Chen, Wei
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gupta, Rangan
3
Hespeler, Frank
3
Sun, Edward W.
3
Tassier, Troy
3
Tiwari, Aviral Kumar
3
Tsilika, Kyriaki D.
3
Alfarano, Simone
2
Asai, Manabu
2
Atolia, Manoj
2
Avdoulas, Christos
2
Ben Ameur, Hachmi
2
Brorsen, B. Wade
2
Camarero Olivas, Mariam
2
Cao, Yunfei
2
Ceffer, Attila
2
Chen, Muyan
2
Chen, Ting-Hsuan
2
Chen, Yi-Ting
2
Edwards, David A.
2
Egrioglu, Erol
2
Fallahgoul, Hasan A.
2
Gkonkas, Periklēs
2
Gu, Jia-Wen
2
Han, Lu
2
He, Xin-Jiang
2
Heinrich, Torsten
2
Huang, Weihong
2
Huang, Ya-Chi
2
Huh, Jeonggyu
2
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Computational economics
The journal of portfolio management : JPM
6
Applied economics
4
The journal of fixed income : JFI
4
Finance research letters
3
Journal of economic behavior & organization : JEBO
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Oxford review of economic policy
2
Review of quantitative finance and accounting
2
Structural change and economic dynamics : SC+ED
2
The journal of asset management
2
The journal of derivatives : JOD
2
Analytical models for financial modeling and risk management
1
Annals of finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Economic modelling
1
Economics of transportation : the official journal of the International Transportation Economics Association
1
Energy economics
1
European journal of operational research : EJOR
1
Global economy journal : GEJ
1
Industrial and corporate change
1
International review of financial analysis
1
Journal of economic inequality
1
Journal of economic integration
1
Journal of economic issues : jei
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial stability
1
Journal of forecasting
1
Journal of globalization and development
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of public economics
1
Journal of time series econometrics
1
Quantitative finance
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ECONIS (ZBW)
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
4
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
5
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
8
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:
9
A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Boubaker, Heni
- In:
Computational economics
48
(
2016
)
4
,
pp. 693-731
Persistent link: https://www.econbiz.de/10011713102
Saved in:
10
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
Saved in:
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