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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Handbook"
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Volatility
Theorie
144
Theory
144
Portfolio selection
127
Portfolio-Management
127
USA
73
United States
72
Option pricing theory
48
Optionspreistheorie
48
Derivat
37
Derivative
37
Anleihe
36
Bond
36
CAPM
34
Asset-Backed Securities
32
Asset-backed securities
32
Volatilität
31
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30
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30
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29
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29
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28
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28
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28
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27
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3
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Bosnian
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Fabozzi, Frank J.
Gupta, Rangan
154
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
58
Bollerslev, Tim
55
Kang, Sang Hoon
53
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Andersen, Torben
45
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Corbet, Shaen
38
Demirer, Rıza
38
Wei, Yu
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Chevallier, Julien
35
Lucey, Brian M.
34
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Hamori, Shigeyuki
31
Serletis, Apostolos
31
Zhang, Jin E.
31
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Computational economics
3
International review of financial analysis
3
The journal of portfolio management : JPM
3
Applied financial economics
2
International journal of theoretical and applied finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Emerging markets review
1
Finance research letters
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
7
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
8
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
9
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
10
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:
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