//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Handbook"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
144
Theory
144
Portfolio selection
128
Portfolio-Management
128
USA
74
United States
73
Option pricing theory
48
Optionspreistheorie
48
Derivat
37
Derivative
37
Anleihe
36
Bond
36
CAPM
34
Asset-Backed Securities
32
Asset-backed securities
32
Volatilität
31
Capital income
30
Credit risk
30
Kapitaleinkommen
30
Kreditrisiko
30
Risk management
28
Statistical distribution
28
Statistische Verteilung
28
Stochastic process
28
Stochastischer Prozess
28
Risikomanagement
27
Welt
24
World
24
Hypothek
23
Mortgage
23
Yield curve
22
Zinsstruktur
22
Estimation
21
Schätzung
21
Börsenkurs
20
Risiko
20
Risk
20
Share price
20
Risikomaß
19
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
28
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Handbook
Aufsatz in Zeitschrift
27
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Book section
2
Handbuch
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
31
Author
All
Fabozzi, Frank J.
Gupta, Rangan
158
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
65
Tiwari, Aviral Kumar
63
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mensi, Walid
51
McMillan, David G.
49
Pierdzioch, Christian
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Andersen, Torben
45
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Chevallier, Julien
35
Roubaud, David
35
Ji, Qiang
34
Todorov, Viktor
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Serletis, Apostolos
31
more ...
less ...
Published in...
All
Computational economics
3
International review of financial analysis
3
The journal of portfolio management : JPM
3
Applied financial economics
2
International journal of theoretical and applied finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Emerging markets review
1
Finance research letters
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
Valuation, financial modeling, and quantitative tools
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
8
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
9
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->