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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of fixed income : JFI"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"portfolio choice"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
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portfolio choice
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17
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9
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7
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24
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24
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Fabozzi, Frank J.
McAleer, Michael
Phillips, Peter C. B.
48
Linton, Oliver
26
Taylor, Robert
24
Bollerslev, Tim
22
Ghysels, Eric
20
Gouriéroux, Christian
20
Aït-Sahalia, Yacine
19
Pesaran, M. Hashem
19
Koop, Gary
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Yu, Jun
17
Lee, Lung-fei
16
Park, Joon Y.
16
Robinson, Peter M.
16
Xiao, Zhijie
16
Diebold, Francis X.
15
Corradi, Valentina
14
Dufour, Jean-Marie
14
Gil-Alaña, Luis A.
14
Timmermann, Allan
14
Chang, Tsangyao
13
Gao, Jiti
13
Hong, Yongmiao
13
Leybourne, Stephen James
13
Patton, Andrew J.
13
Renault, Eric
13
Schmidt, Peter
13
Andersen, Torben
12
Baltagi, Badi H.
12
Cebula, Richard J.
12
Chen, Xiaohong
12
Chib, Siddhartha
12
Kumbhakar, Subal
12
Li, Qi
12
Mykland, Per A.
12
Slottje, Daniel Jonathan
12
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11
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Applied economics letters
Journal of econometrics
The journal of fixed income : JFI
Econometric reviews
18
Applied economics
15
Journal of economic surveys
15
Journal of risk and financial management : JRFM
13
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
The journal of portfolio management : JPM
10
Applied financial economics
8
International journal of theoretical and applied finance
8
Energy economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Economics letters
6
Journal of banking & finance
6
Journal of forecasting
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Risks : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
European journal of operational research : EJOR
3
Journal of applied econometrics
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of financial research
3
The journal of structured finance
3
Annals of economics and finance
2
Annals of finance
2
Applied financial economics letters
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ECONIS (ZBW)
24
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1
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
4
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
5
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:
6
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:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
8
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:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
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