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~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"ARMA-Modell"
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
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ARMA-Modell
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Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
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Theorie
3
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2
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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
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Boubaker, Heni
3
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Chen, Shu-Heng
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Chen, Wei
3
Ching, Wai Ki
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Ftiti, Zied
3
Gupta, Rangan
3
He, Ling-yun
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Kiani, Khurshid M.
3
Kormilitsina, Anna
3
Lux, Thomas
3
Raddant, Matthias
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Sun, Edward W.
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Tassier, Troy
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Tsilika, Kyriaki D.
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2
Avdoulas, Christos
2
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2
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2
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2
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Computational economics
The American economic review
15
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
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Oxford review of economic policy
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The quarterly journal of economics
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European journal of operational research : EJOR
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Finance research letters
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Industrial and corporate change
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International review of financial analysis
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management
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Annals of economics and finance
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Applied financial economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of international money and finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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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