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~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Intertemporal portfolio-choiceproblem"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Finanzmarkt
Intertemporal portfolio-choiceproblem
Theory
Volatilität
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
6
Zeitreihenanalyse
6
State space model
5
Theorie
5
Zustandsraummodell
5
Estimation theory
4
Schätztheorie
4
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4
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3
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Boubaker, Heni
Fabozzi, Frank J.
Stiglitz, Joseph E.
Chen, Cathy W. S.
5
Halkos, George E.
5
Hespeler, Frank
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Amman, Hans M.
4
Li, Yong
4
Li, Yushu
4
Siu, Tak Kuen
4
Alfarano, Simone
3
Atolia, Manoj
3
Bekiros, Stelios
3
Brorsen, B. Wade
3
Caporale, Guglielmo Maria
3
Chen, Shu-Heng
3
Chen, Wei
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gupta, Rangan
3
He, Ling-yun
3
Kormilitsina, Anna
3
Lux, Thomas
3
Raddant, Matthias
3
Semmler, Willi
3
Sun, Edward W.
3
Tassier, Troy
3
Tsilika, Kyriaki D.
3
Velupillai, Kumaraswamy
3
Alkemade, Floortje
2
Arratia, Argimiro
2
Asai, Manabu
2
Avdoulas, Christos
2
Barde, Sylvain
2
Beaumont, Paul Michael
2
Ben Ameur, Hachmi
2
Boeters, Stefan
2
Bourgeois-Gironde, Sacha
2
Cao, Yunfei
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Computational economics
Valuation, financial modeling, and quantitative tools
17
The American economic review
15
The handbook of fixed income securities
15
Investment management and financial management
13
Financial markets and instruments
9
International journal of theoretical and applied finance
9
The journal of fixed income
9
The journal of portfolio management : JPM
8
The journal of portfolio management : a publication of Institutional Investor
8
The economic journal : the journal of the Royal Economic Society
7
Journal of banking & finance
6
Applied economics
5
European economic review : EER
5
Journal of economic dynamics & control
5
Journal of public economics
5
Applied financial economics
4
Journal of economic behavior & organization : JEBO
4
Oxford review of economic policy
4
The journal of fixed income : JFI
4
The quarterly journal of economics
4
Annals of operations research
3
European journal of operational research : EJOR
3
Finance research letters
3
Industrial and corporate change
3
International review of financial analysis
3
Oxford economic papers
3
Papers and proceedings of the ... annual congress of the European Economic Association
3
Papers and proceedings of the ... annual meeting of the American Economic Association
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The handbook of mortgage-backed securities
3
The journal of asset management
3
Annual Bank Conference on Development Economics in Europe Proceedings : 1999 - 2000 ; [Conference Governance, Equity and Global Markets ; Conference Development Thinking at the Millennium]
2
Applied financial economics letters
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Economics letters
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Edmond Malinvaud ...
2
Energy economics
2
Journal of development economics
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Journal of economic interaction and coordination : JEIC
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ECONIS (ZBW)
7
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
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
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:
4
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:
5
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:
6
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:
7
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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