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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Cook, Steven"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
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1
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
2
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
3
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
4
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
5
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
6
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
7
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
8
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
9
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
10
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
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