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~isPartOf:"International review of financial analysis"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Fabozzi, Frank J.
Phillips, Peter C. B.
Goodell, John W.
33
Bouri, Elie
17
Lucey, Brian M.
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Xuan Vinh Vo
17
Liu, Jia
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International review of financial analysis
Journal of econometrics
64
Econometric theory
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The journal of portfolio management : JPM
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Oxford bulletin of economics and statistics
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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 : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of empirical finance
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The journal of structured finance
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The review of economic studies
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Annals of operations research
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ECONIS (ZBW)
6
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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
Hedge fund allocation : evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
International review of financial analysis
45
(
2016
),
pp. 189-201
Persistent link: https://www.econbiz.de/10011581970
Saved in:
3
Trade the tweet : social media text mining and sparse matrix factorization for stock market prediction
Sun, Andrew
;
Lachanski, Michael
;
Fabozzi, Frank J.
- In:
International review of financial analysis
48
(
2016
),
pp. 272-281
Persistent link: https://www.econbiz.de/10011624520
Saved in:
4
Focusing on the worst state for robust investing
Kim, Woo Chang
;
Kim, Jang Ho
;
Mulvey, John M.
;
Fabozzi, …
- In:
International review of financial analysis
39
(
2015
),
pp. 19-31
Persistent link: https://www.econbiz.de/10011573045
Saved in:
5
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:
6
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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