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~isPartOf:"International review of financial analysis"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Kreditrisiko"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
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Asset-Backed Securities
Finanzmarkt
Kreditrisiko
Theory
Volatilität
Volatility
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
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Option pricing
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Option pricing theory
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Regime shifting
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Article in journal
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Fabozzi, Frank J.
Stiglitz, Joseph E.
Bouri, Elie
13
Ma, Feng
10
Goodell, John W.
9
Guesmi, Khaled
8
Yarovaya, Larisa
8
Batten, Jonathan A.
7
Corbet, Shaen
7
Lau, Chi Keung
7
Liu, Jia
7
Sensoy, Ahmet
7
Lagoarde-Segot, Thomas
6
Xiong, Xiong
6
Brzeszczyński, Janusz
5
Floros, Christos
5
Ji, Qiang
5
Kim, Suk-Joong
5
Li, Yan
5
Li, Youwei
5
Lien, Da-hsiang Donald
5
McCauley, Joseph L.
5
McGoun, Elton G.
5
Roubaud, David
5
Uddin, Mohammed Gazi Salah
5
Werner, Richard A.
5
Xuan Vinh Vo
5
Antonakakis, Nikolaos
4
Baur, Dirk G.
4
Beladi, Hamid
4
Brooks, Chris
4
Brooks, Robert
4
Chateau, Jean-Pierre D.
4
Degiannakis, Stavros
4
Dowling, Michael
4
Ellis, Craig
4
Fernández, Viviana
4
Frankfurter, George M.
4
Galariotis, Emilios
4
Gannon, Gerard L.
4
Gao, Xiangyun
4
Grobys, Klaus
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International review of financial analysis
Valuation, financial modeling, and quantitative tools
18
The handbook of fixed income securities
16
The American economic review
15
Investment management and financial management
13
The journal of fixed income
12
Financial markets and instruments
9
International journal of theoretical and applied finance
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
Computational economics
6
Applied economics
5
European economic review : EER
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Journal of public economics
5
Applied financial economics
4
Finance research letters
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
Industrial and corporate change
3
Journal of international money and finance
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 handbook of municipal bonds
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]
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Applied financial economics letters
2
Economics letters
2
Edmond Malinvaud ...
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Journal / The Capco Institute : journal of financial transformation
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ECONIS (ZBW)
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1
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
2
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
3
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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