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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Skoog, Gary R."
~subject:"Estimation"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Article"
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Estimation
Statistische Verteilung
Stochastischer Prozess
Theorie
95
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95
Portfolio selection
77
Portfolio-Management
77
USA
59
United States
59
Option pricing theory
35
Optionspreistheorie
35
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29
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27
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27
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Fabozzi, Frank J.
Skoog, Gary R.
Gupta, Rangan
181
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
131
Chang, Tsangyao
101
Caporale, Guglielmo Maria
95
Tiwari, Aviral Kumar
84
Wohar, Mark E.
83
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Kumbhakar, Subal
67
Lee, Chien-chiang
65
Zaremba, Adam
63
Belke, Ansgar
61
Tsionas, Efthymios G.
61
Su, Chi-Wei
60
Shahbaz, Muhammad
58
McAleer, Michael
57
Phillips, Peter C. B.
53
Pierdzioch, Christian
53
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
48
Moosa, Imad A.
48
Serletis, Apostolos
48
Hsing, Yu
47
Herwartz, Helmut
46
Holmes, Mark J.
44
McMillan, David G.
44
Xuan Vinh Vo
44
Hammoudeh, Shawkat
43
Payne, James E.
43
Escudero, Laureano F.
40
Račev, Svetlozar T.
39
Wong, Wing Keung
39
Brooks, Robert
38
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Bouri, Elie
36
MacDonald, Ronald
36
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Journal of forensic economics
6
International journal of theoretical and applied finance
5
Computational economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Applied financial economics
3
Economics letters
3
International review of financial analysis
3
Journal of legal economics
3
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3
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2
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Emerging markets review
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The journal of fixed income : JFI
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ECONIS (ZBW)
71
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1
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:
2
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
3
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
6
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
7
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
8
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
9
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
10
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
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