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~isPartOf:"Applied financial economics"
~person:"Fabozzi, Frank J."
~person:"Kotlikoff, Laurence J."
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Fabozzi, Frank J.
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
84
NBER working paper series
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NBER Working Paper
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The Frank J. Fabozzi series
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Valuation, financial modeling, and quantitative tools
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The handbook of fixed income securities
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The theory and practice of investment management
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Handbook of financial markets : securities, options and futures
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International journal of theoretical and applied finance
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Applied economics
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
2
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
3
Savings selectivity bias, subjective expectations and stock market participation
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 119-130
Persistent link: https://www.econbiz.de/10009124659
Saved in:
4
Approximation of skewed and leptokurtic return distributions
Scherer, Matthias
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1305-1316
Persistent link: https://www.econbiz.de/10009625374
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