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~isPartOf:"Journal of empirical finance"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Zaremba, Adam"
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Fabozzi, Frank J.
Jarrow, Robert A.
Zaremba, Adam
Martens, Martin
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Journal of empirical finance
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International review of financial analysis
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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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2
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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