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Overreaction, rational expectations, and the relationship between security prices and trading volume
Fabozzi, Frank Joseph; Ma, Christopher K.; Lindsley, … - In: Research in finance 10 (1992), pp. 83-97
Persistent link: https://www.econbiz.de/10009943424
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Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander; Kim, Young Shin Aaron; Rachev, Svetlozar; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 167-177
Persistent link: https://www.econbiz.de/10010118266
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Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1, pp. 81
Persistent link: https://www.econbiz.de/10008211949
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Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1-2, pp. 81-102
Persistent link: https://www.econbiz.de/10008311800
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Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions
Papenbrock, Jochen; Rachev, Svetlozar; Hochstotter, Markus - In: Applied financial economics 19 (2009) 16-18, pp. 1401-1416
Persistent link: https://www.econbiz.de/10008320854
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Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions
Papenbrock, Jochen; Rachev, Svetlozar; Hochstotter, Markus - In: Applied financial economics 19 (2009) 17, pp. 1401-1416
Persistent link: https://www.econbiz.de/10008284197
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TALE OF THE CAT
Fabozzi, Frank - In: The banker : global financial intelligence 116 (2009), pp. 54-61
Persistent link: https://www.econbiz.de/10008333200
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How do conflicting theories about financial markets coexist?
Phoa, Wesley; Focardi, Sergio; Fabozzi, Frank - In: Journal of post-Keynesian economics : JPKE 29 (2007) 3, pp. 363-392
Persistent link: https://www.econbiz.de/10007729537
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Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns
Fabozzi, Frank; Masood, Omar; Tunaru, Radu - In: The European journal of finance 13 (2007) 3-4, pp. 269-282
Persistent link: https://www.econbiz.de/10007754436
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Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns
Fabozzi, Frank; Masood, Omar; Tunaru, Radu - In: The European journal of finance 13 (2007) 3, pp. 269-282
Persistent link: https://www.econbiz.de/10007614476