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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Real estate market"
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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Real estate market
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Fabozzi, Frank J.
Shiller, Robert J.
2
Tunaru, Radu S.
2
Barone-Adesi, Giovanni
1
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European financial management : the journal of the European Financial Management Association
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
2
Computational economics
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
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Review of quantitative finance and accounting
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The journal of portfolio management : a publication of Institutional Investor
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Journal of economics & business
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Journal of empirical finance
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Journal of statistical and econometric methods
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The econometrics journal
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The journal of alternative investments : JAI
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of portfolio management : JPM
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The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
A pricing framework for real estate derivatives
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
18
(
2012
)
5
,
pp. 762-789
Persistent link: https://www.econbiz.de/10009665615
Saved in:
2
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
3
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
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