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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~subject:"Statistische Verteilung"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Statistische Verteilung
Theorie
222
Theory
222
Estimation theory
99
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99
Time series analysis
88
Zeitreihenanalyse
88
Portfolio selection
76
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76
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32
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Fabozzi, Frank J.
Phillips, Peter C. B.
Nadarajah, Saralees
27
Račev, Svetlozar T.
19
Landsman, Zinoviy
15
Gómez-Déniz, Emilio
14
Sarabia Alzaga, José Maria
13
Calderín-Ojeda, Enrique
12
Kim, Young Shin
12
Paolella, Marc S.
12
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12
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11
Wu, Ximing
11
Akira Toda, Alexis
10
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10
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10
Ravazzolo, Francesco
10
Satchell, Stephen
10
Benth, Fred Espen
9
Ciecka, James E.
9
Cossette, Hélène
9
Griffiths, William E.
9
Parmeter, Christopher F.
9
Peng, Liang
9
Su, Jianxi
9
Taylor, James W.
9
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9
Ñíguez, Trino-Manuel
9
Chinhamu, Knowledge
8
Dijk, Dick van
8
González-Val, Rafael
8
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8
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8
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8
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8
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8
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7
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7
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7
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Applied financial economics
2
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2
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2
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2
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2
The econometrics journal
2
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1
Annals of operations research
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of economics & business
1
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1
Journal of statistical and econometric methods
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
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:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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
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:
5
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:
6
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:
7
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
8
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:
9
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
10
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
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