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~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of structured finance"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Kirchler, Michael"
~person:"Lin, Sha"
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~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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Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Kirchler, Michael
Lin, Sha
Stiglitz, Joseph E.
McAleer, Michael
15
Adelson, Mark
12
Goodman, Laurie Sharon
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Asai, Manabu
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9
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Applied financial economics
Computational economics
Econometric reviews
Journal of economic dynamics & control
The journal of structured finance
International journal of theoretical and applied finance
6
Experimental economics : a journal of the Economic Science Association
5
The journal of fixed income
5
Valuation, financial modeling, and quantitative tools
5
European economic review : EER
4
Finance research letters
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International review of financial analysis
3
Investment management and financial management
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The handbook of mortgage-backed securities
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2
Pacific economic review
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The handbook of fixed income securities
2
The journal of futures markets
2
The journal of portfolio management : a publication of Institutional Investor
2
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1
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1
Annals of operations research
1
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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Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
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ECONIS (ZBW)
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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
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:
5
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:
6
Determinants of investor expectations and satisfaction : a study with financial professionals
Schwaiger, Rene
;
Kirchler, Michael
;
Lindner, Florian
; …
- In:
Journal of economic dynamics & control
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012501282
Saved in:
7
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:
8
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:
9
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:
10
Labor market volatility in the RBC search model : a look at Hagedorn and Manovskii's calibration
Atolia, Manoj
;
Gibson, John
;
Marquis, Milton H.
- In:
Computational economics
52
(
2018
)
2
,
pp. 583-602
Persistent link: https://www.econbiz.de/10012053008
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