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~isPartOf:"Computational economics"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
Theorie
Time series analysis
USA
Unternehmenserfolg
Volatility
Welt
Volatilität
4
ARCH model
3
ARCH-Modell
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theory
3
Lévy processes
2
Markov chain
2
Markov-Kette
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
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Derivat
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Derivative
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Einkommenshypothese
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Exchange rate risk
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Filtering methods
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GARCH model
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Geometry
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Author
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Fabozzi, Frank J.
McAleer, Michael
Halkos, George E.
6
Boubaker, Heni
5
Chen, Cathy W. S.
5
Hespeler, Frank
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Amman, Hans M.
4
Boutahar, Mohamed
4
Gupta, Rangan
4
He, Ling-yun
4
Li, Yong
4
Li, Yushu
4
Lux, Thomas
4
Siu, Tak Kuen
4
Tiwari, Aviral Kumar
4
Alfarano, Simone
3
Atolia, Manoj
3
Bekiros, Stelios
3
Bouri, Elie
3
Brorsen, B. Wade
3
Caporale, Guglielmo Maria
3
Chen, Shu-Heng
3
Chen, Wei
3
Ching, Wai Ki
3
Egrioglu, Erol
3
Fricke, Daniel
3
Ftiti, Zied
3
Hudgins, David
3
Kormilitsina, Anna
3
Nadarajah, Saralees
3
Omay, Tolga
3
Raddant, Matthias
3
Sun, Edward W.
3
Tassier, Troy
3
Tsilika, Kyriaki D.
3
Velupillai, Kumaraswamy
3
Afuecheta, Emmanuel
2
Alkemade, Floortje
2
Arratia, Argimiro
2
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Computational economics
Econometric reviews
18
Journal of econometrics
17
Applied economics
15
Journal of economic surveys
13
Journal of risk and financial management : JRFM
12
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
Applied financial economics
8
International journal of theoretical and applied finance
8
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Economics letters
6
Energy economics
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Journal of banking & finance
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International review of financial analysis
4
Journal of forecasting
4
Risks : open access journal
4
The journal of fixed income : JFI
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
Applied economics letters
3
European journal of operational research : EJOR
3
International journal of forecasting
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 finance
2
Applied financial economics letters
2
Financial analysts' journal : FAJ
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ECONIS (ZBW)
6
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
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:
3
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
4
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
5
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:
6
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:
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