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~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific economic review"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Li, Kai"
~person:"Lin, Sha"
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Credit derivative"
~subject:"Estimation"
~subject:"Finanzmarkt"
~subject:"Stochastic process"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
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21
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16
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11
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Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
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McAleer, Michael
17
Asai, Manabu
10
Jawadi, Fredj
10
Hamori, Shigeyuki
9
Maasoumi, Esfandiar
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4
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4
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4
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Applied financial economics
Computational economics
Econometric reviews
Journal of economic dynamics & control
Pacific economic review
The journal of fixed income
10
International journal of theoretical and applied finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Valuation, financial modeling, and quantitative tools
6
The journal of portfolio management : JPM
5
Finance research letters
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Financial markets and instruments
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International review of financial analysis
4
Applied economics
3
Investment management and financial management
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Journal of economic behavior & organization : JEBO
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The handbook of fixed income securities
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The handbook of mortgage-backed securities
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3
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2
Annals of operations research
2
Economics letters
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Journal of international money and finance
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Papers and proceedings of the ... annual congress of the European Economic Association
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The handbook of municipal bonds
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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Time for a visible hand : lessons from the 2008 world financial crisis
2
Advances in macroeconomic theory
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Annual World Bank Conference on Development Economics 2000
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Asymmetric information, corporate finance, and investment
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China finance review international
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1
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
2
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
3
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:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
5
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:
6
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
7
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
8
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:
9
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
10
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
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