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~language:"afr"
~language:"eng"
~language:"fra"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"spa"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
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155
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Fabozzi, Frank J.
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Gupta, Rangan
373
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262
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The journal of futures markets
44
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Investment management and financial management
11
The journal of fixed income
11
Applied financial economics
10
International review of financial analysis
10
Journal of public economic theory
10
Energy economics
8
Finance research letters
8
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International journal of theoretical and applied finance
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Handbook of financial markets : securities, options and futures
7
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7
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81
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
82
Who affects who? : oil price against the stock return of oil-related companies : evidence from the U.S. and China
Lv, Xin
;
Lien, Da-hsiang Donald
;
Yu, Chang
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 85-100
Persistent link: https://www.econbiz.de/10012485709
Saved in:
83
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
84
Family altruism and long-term care insurance
Klimaviciute, Justina
;
Pestieau, Pierre
; …
- In:
The Geneva papers on risk and insurance - issues and …
44
(
2019
)
2
,
pp. 216-230
Persistent link: https://www.econbiz.de/10012293468
Saved in:
85
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
86
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
87
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:
88
Premature mortality and poverty measurement in an OLG economy
Lefèbvre, Mathieu
;
Pestieau, Pierre
;
Ponthiere, Gregory
- In:
Journal of population economics
32
(
2019
)
2
,
pp. 621-664
Persistent link: https://www.econbiz.de/10012052370
Saved in:
89
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:
90
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:
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