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~isPartOf:"International review of financial analysis"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatility
Volatilität
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2
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2
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2
ARCH model
1
ARCH-Modell
1
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Fabozzi, Frank J.
Bouri, Elie
10
Ma, Feng
9
Lau, Chi Keung
6
Floros, Christos
5
Guesmi, Khaled
5
Li, Yan
5
Roubaud, David
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Yarovaya, Larisa
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4
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4
Uddin, Mohammed Gazi Salah
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Xiong, Xiong
4
Xuan Vinh Vo
4
An, Haizhong
3
Antonakakis, Nikolaos
3
Batten, Jonathan A.
3
Brooks, Chris
3
Charteris, Ailie
3
Choudhry, Taufiq
3
Ciner, Cetin
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Filis, George
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Gao, Xiangyun
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Hammoudeh, Shawkat
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3
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Liang, Chao
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Lin, Boqiang
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Liu, Jia
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Lu, Xinjie
3
McCauley, Joseph L.
3
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International review of financial analysis
Computational economics
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The journal of portfolio management : JPM
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Applied financial economics
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International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Emerging markets review
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International journal of theoretical and applied finance : IJTAF
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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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
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