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~accessRights:"restricted"
~language:"eng"
~language:"est"
~person:"Fabozzi, Frank J."
~person:"Färe, Rolf"
~person:"Phillips, Peter C. B."
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
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Portfolio selection
35
Portfolio-Management
35
Estimation theory
29
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29
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21
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Fabozzi, Frank J.
Färe, Rolf
Phillips, Peter C. B.
Gupta, Rangan
259
Bahmani-Oskooee, Mohsen
110
Tiwari, Aviral Kumar
94
Tsionas, Efthymios G.
88
Gil-Alaña, Luis A.
85
Wohar, Mark E.
80
Apergēs, Nikolaos
76
Zaremba, Adam
74
Hammoudeh, Shawkat
72
Ma, Feng
69
Bouri, Elie
65
Balcilar, Mehmet
63
Lee, Chien-chiang
63
Shahbaz, Muhammad
62
Zhang, Wei
62
Narayan, Paresh Kumar
59
Cheng, T. C. E.
57
Xuan Vinh Vo
57
Wang, Yudong
55
Ryu, Doojin
53
Salisu, Afees A.
53
Shahzad, Syed Jawad Hussain
53
Laporte, Gilbert
49
Mensi, Walid
48
Kumbhakar, Subal
47
Caporale, Guglielmo Maria
46
Hassan, M. Kabir
44
Serletis, Apostolos
44
Wang, Leonard F. S.
44
Demirer, Rıza
43
Dolgui, Alexandre
43
Xiong, Xiong
43
Chang, Tsangyao
42
Jawadi, Fredj
42
Lien, Da-hsiang Donald
42
Gendreau, Michel
41
Li, Bin
41
Pierdzioch, Christian
40
Yin, Libo
40
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Journal of econometrics
11
Econometric theory
8
European journal of operational research : EJOR
7
Economics letters
4
The journal of fixed income : JFI
4
The journal of portfolio management : JPM
4
Applied economics
3
Computational economics
3
Econometric reviews
3
Omega : the international journal of management science
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
2
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
Finance research letters
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of financial econometrics
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
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2
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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International review of environmental and resource economics
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Journal of empirical finance
1
Journal of financial services research
1
Journal of forecasting
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Journal of international money and finance
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Journal of quantitative economics
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Journal of the Operational Research Society
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New Zealand economic papers
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Operational research : an international journal
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ECONIS (ZBW)
103
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
3
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
4
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:
5
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
6
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
8
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:
9
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
10
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
International economic review
64
(
2023
)
4
,
pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
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