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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Article"
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Estimation
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83
Theory
83
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78
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78
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39
United States
39
Option pricing theory
35
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35
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27
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Fabozzi, Frank J.
Gupta, Rangan
187
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
128
Chang, Tsangyao
100
Caporale, Guglielmo Maria
95
Tiwari, Aviral Kumar
87
Wohar, Mark E.
84
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Tsionas, Efthymios G.
66
Zaremba, Adam
64
Lee, Chien-chiang
63
Kumbhakar, Subal
62
Belke, Ansgar
61
Shahbaz, Muhammad
58
Pierdzioch, Christian
54
Su, Chi-Wei
53
Balcilar, Mehmet
51
Serletis, Apostolos
50
Wagner, Joachim
50
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49
Egger, Peter
48
Hammoudeh, Shawkat
47
Herwartz, Helmut
47
Hsing, Yu
47
Moosa, Imad A.
47
Xuan Vinh Vo
46
McMillan, David G.
45
McAleer, Michael
44
Payne, James E.
43
Ma, Feng
42
Brooks, Robert
39
Afonso, António
37
Bouri, Elie
37
Elliott, Robert J.
37
Hamori, Shigeyuki
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Computational economics
3
Annals of operations research
2
Applied economics
2
Applied financial economics
2
International review of financial analysis
2
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2
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2
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2
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1
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ECONIS (ZBW)
43
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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
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:
5
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
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
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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