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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
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Volatility
Theorie
393
Theory
393
Portfolio selection
112
Portfolio-Management
112
Estimation theory
107
Schätztheorie
107
USA
102
United States
101
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96
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96
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52
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Fabozzi, Frank J.
Phillips, Peter C. B.
Shogren, Jason F.
Gupta, Rangan
157
Bouri, Elie
93
Ma, Feng
91
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
65
Tiwari, Aviral Kumar
62
Bollerslev, Tim
55
Kang, Sang Hoon
54
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50
McMillan, David G.
49
Wohar, Mark E.
49
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46
Xuan Vinh Vo
46
Andersen, Torben
45
Kumar, Dilip
44
Pierdzioch, Christian
44
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43
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42
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41
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
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37
Yoon, Seong-min
37
Balcilar, Mehmet
36
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36
Salisu, Afees A.
36
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35
Roubaud, David
35
Ji, Qiang
34
Todorov, Viktor
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Serletis, Apostolos
31
Zhang, Jin E.
31
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30
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Computational economics
3
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3
The journal of portfolio management : JPM
3
Applied financial economics
2
Econometric reviews
2
International journal of theoretical and applied finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
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ECONIS (ZBW)
36
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1
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10
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36
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1
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
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:
3
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:
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
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:
6
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:
7
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:
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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