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Search: "Trojani, Fabio"
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ECONIS (ZBW)
32
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
The global factor structure of exchange rates
Korsaye, Sofonias Alemu
;
Trojani, Fabio
;
Vedolin, Andrea
- In:
Journal of financial economics
148
(
2023
)
1
,
pp. 21-46
Persistent link: https://www.econbiz.de/10014282382
Saved in:
3
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
4
Introduction to the 2018 Hal White Memorial Lecture
Timmermann, Allan
;
Trojani, Fabio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 393-394
Persistent link: https://www.econbiz.de/10012654934
Saved in:
5
Special issue on dimensionality reduction, learning, and machines
Filipović, Damir
;
Trojani, Fabio
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 235
Persistent link: https://www.econbiz.de/10012620050
Saved in:
6
Dividend growth predictability and the price-dividend ratio
Piatti, Ilaria
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 130-158
Persistent link: https://www.econbiz.de/10012156570
Saved in:
7
Introduction to the 2017 Hal White Memorial Lecture
Timmermann, Allan
;
Trojani, Fabio
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 654-655
Persistent link: https://www.econbiz.de/10012405507
Saved in:
8
Diverence and the price of uncertainty
Schneider, Paul
;
Trojani, Fabio
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 341-396
Persistent link: https://www.econbiz.de/10012054453
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
10
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
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