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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Volatility"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatility
Yield curve
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135
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135
Portfolio selection
111
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111
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60
United States
60
Option pricing theory
47
Optionspreistheorie
47
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34
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33
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33
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30
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29
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Fabozzi, Frank J.
Gupta, Rangan
173
Bouri, Elie
98
Ma, Feng
92
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Tiwari, Aviral Kumar
69
Hammoudeh, Shawkat
68
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62
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55
McMillan, David G.
55
Kang, Sang Hoon
54
Xuan Vinh Vo
52
Mensi, Walid
51
Caporale, Guglielmo Maria
50
Pierdzioch, Christian
47
Wang, Yudong
46
Andersen, Torben
45
Kumar, Dilip
44
Zhang, Yaojie
44
Lucey, Brian M.
43
Corbet, Shaen
42
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42
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41
Salisu, Afees A.
41
Demirer, Rıza
40
Gil-Alaña, Luis A.
40
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39
Balcilar, Mehmet
37
Hamori, Shigeyuki
37
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37
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37
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37
Zhang, Jin E.
37
Batten, Jonathan A.
36
Chiang, Thomas C.
36
Ji, Qiang
36
Chevallier, Julien
35
Roubaud, David
35
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35
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The journal of fixed income
7
The handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
4
Computational economics
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Applied financial economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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2
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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ECONIS (ZBW)
49
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1
How do alternatives to LIBOR measure up?
Sabry, Faten
;
Fabozzi, Frank J.
;
Roya, Ramisa
- In:
The journal of fixed income : JFI
33
(
2023
)
4
,
pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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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