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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Börsenkurs"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Börsenkurs
Volatility
Theorie
134
Theory
134
Portfolio selection
110
Portfolio-Management
110
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
Derivat
33
Derivative
33
Capital income
30
Kapitaleinkommen
30
Credit risk
29
Kreditrisiko
29
Asset-Backed Securities
28
Asset-backed securities
28
Volatilität
28
Anleihe
26
Bond
26
Risk management
26
Statistical distribution
26
Statistische Verteilung
26
Stochastic process
26
Stochastischer Prozess
26
Risikomanagement
25
Yield curve
22
Zinsstruktur
22
Estimation
21
Schätzung
21
Hypothek
19
Mortgage
19
Risiko
19
Risikomaß
19
Risikoprämie
19
Risk
19
Risk measure
19
Risk premium
19
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18
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2
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1
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Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
39
Book section
5
Language
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Bosnian
English
Author
All
Fabozzi, Frank J.
Gupta, Rangan
211
Ma, Feng
103
Bouri, Elie
100
McMillan, David G.
94
Tiwari, Aviral Kumar
94
Hammoudeh, Shawkat
88
Narayan, Paresh Kumar
85
Wohar, Mark E.
82
Bahmani-Oskooee, Mohsen
80
McAleer, Michael
78
Caporale, Guglielmo Maria
71
Zaremba, Adam
70
Pierdzioch, Christian
65
Xuan Vinh Vo
64
Ryu, Doojin
62
Mensi, Walid
61
Kang, Sang Hoon
60
Bollerslev, Tim
58
Gil-Alaña, Luis A.
58
Corbet, Shaen
55
Lucey, Brian M.
55
Faff, Robert W.
54
Salisu, Afees A.
54
Wang, Yudong
54
Apergēs, Nikolaos
53
Madura, Jeff
52
Xiong, Xiong
52
Zhang, Wei
52
Zhang, Yaojie
52
Brooks, Robert
51
Hassan, M. Kabir
51
Nguyen, Duc Khuong
50
Hamori, Shigeyuki
49
Balcilar, Mehmet
47
Demirer, Rıza
47
Kumar, Dilip
47
Andersen, Torben
45
Chiang, Thomas C.
45
Yoon, Seong-min
45
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International review of financial analysis
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied financial economics
3
Computational economics
3
Finance research letters
2
International journal of theoretical and applied finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of portfolio management : JPM
2
Valuation, financial modeling, and quantitative tools
2
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied economics letters
1
Emerging markets review
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Investment management and financial management
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Quantitative finance
1
Research in finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The financial review : the official publication of the Eastern Finance Association
1
The handbook of fixed income securities
1
The journal of asset management
1
The journal of financial research
1
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ECONIS (ZBW)
44
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1
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10
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44
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1
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
2
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
3
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
4
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
5
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
6
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
7
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
8
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
9
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:
10
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
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