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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Börsenkurs"
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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Börsenkurs
Risikomaß
Statistical distribution
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
Volatility
26
Volatilität
26
Capital income
24
Kapitaleinkommen
24
Stochastic process
24
Stochastischer Prozess
24
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21
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20
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46
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46
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9
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Fabozzi, Frank J.
Gupta, Rangan
131
Narayan, Paresh Kumar
74
Zaremba, Adam
63
McMillan, David G.
59
Tiwari, Aviral Kumar
59
Wohar, Mark E.
59
Ryu, Doojin
58
Hammoudeh, Shawkat
53
Ma, Feng
51
Madura, Jeff
50
Xiong, Xiong
47
Caporale, Guglielmo Maria
44
Zhang, Wei
44
Pierdzioch, Christian
43
McAleer, Michael
42
Bouri, Elie
41
Faff, Robert W.
41
Gil-Alaña, Luis A.
41
Chiang, Thomas C.
38
Salisu, Afees A.
36
Mensi, Walid
35
Blau, Benjamin
34
Corbet, Shaen
34
Hassan, M. Kabir
34
Nadarajah, Saralees
34
Nguyen, Duc Khuong
34
Kang, Sang Hoon
33
Wong, Wing Keung
33
Xuan Vinh Vo
33
Apergēs, Nikolaos
32
Brooks, Robert
32
Kim, Jeong-bon
32
Chan, Kam C.
31
Demirer, Rıza
31
Lien, Da-hsiang Donald
31
Wang, Ruodu
31
Ngo, Thanh
30
Bali, Turan G.
29
Lucey, Brian M.
29
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The journal of portfolio management : a publication of Institutional Investor
4
Applied financial economics
3
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Computational economics
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Review of quantitative finance and accounting
2
The journal of asset management
2
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of statistical and econometric methods
1
Quantitative finance
1
Research in finance
1
The econometrics journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of alternative investments : JAI
1
The journal of financial research
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ECONIS (ZBW)
46
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1
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10
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46
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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
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:
3
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:
4
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
5
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:
6
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:
7
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:
8
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Sin stocks revisited : resolving the sin stock anomaly
Blitz, David
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
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