//--> //--> //-->
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
~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~subject:"Schätzung"
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
Structuring international coop...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
38
Theory
38
Portfolio selection
21
Portfolio-Management
21
Estimation
8
CAPM
7
Capital income
6
Forecasting model
6
Kapitaleinkommen
6
Prognoseverfahren
6
Risikoprämie
5
Risk premium
5
USA
5
United States
5
Volatility
4
Volatilität
4
Anleihe
3
Bond
3
Credit risk
3
Factor analysis
3
Faktorenanalyse
3
Kreditrisiko
3
Performance measurement
3
Performance-Messung
3
Risikoaversion
3
Risikomanagement
3
Risk aversion
3
Risk management
3
Robust statistics
3
Robustes Verfahren
3
portfolio construction
3
ARCH model
2
ARCH-Modell
2
Asset pricing
2
Equity premium puzzle
2
Equity-Premium-Puzzle
2
Hedging
2
Immobilienpreis
2
Insolvency
2
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Fabozzi, Frank J.
Gupta, Rangan
18
Marcellino, Massimiliano
18
Serletis, Apostolos
17
Gil-Alaña, Luis A.
15
Chan, Joshua
11
Kumbhakar, Subal
11
Bahmani-Oskooee, Mohsen
10
Jawadi, Fredj
10
Apergēs, Nikolaos
9
Kelly, Bryan T.
9
Rubio-Ramírez, Juan Francisco
9
Timmermann, Allan
9
Forni, Mario
8
Jordà, Òscar
8
Rossi, Barbara
8
Xu, Libo
8
Barnett, William A.
7
Baumeister, Christiane
7
Egger, Peter
7
Engel, Charles
7
Gagliardini, Patrick
7
Ghysels, Eric
7
Hamilton, James D.
7
Koopman, Siem Jan
7
Müller, Gernot J.
7
Petrella, Ivan
7
Sala, Luca
7
Tsionas, Efthymios G.
7
Afonso, Oscar
6
Albuquerque, Rui
6
Arbia, Giuseppe
6
Bekiros, Stelios
6
Born, Benjamin
6
Casarin, Roberto
6
Gambetti, Luca
6
Gertler, Mark
6
Huber, Florian
6
Jalles, João Tovar
6
Jiang, Cuixia
6
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
International review of financial analysis
1
Review of quantitative finance and accounting
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
2
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:
3
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
4
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:
5
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:
6
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->