Browsen in EconStor gesamt nach Autor:innen Fabozzi, Frank J.


Zeige Ergebnisse 1 bis 13 von 13
ErscheinungsjahrTitelAutor:innen
2010Time series analysis for financial market meltdownsYoung Shin Kim; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J.
2010Bayesian inference for hedge funds with stable distribution of returnsGüner, Biliana; Rachev, Svetlozar T.; Edelman, Daniel; Fabozzi, Frank J.
2010Analysis of the intraday effects of economic releases on the currency marketRezania, Omid; Rachev, Svetlozar T.; Sun, Edward; Fabozzi, Frank J.
2011CVaR sensitivity with respect to tail thicknessStoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
2011A profit model for spread trading with an application to energy futuresKanamura, Takashi; Rachev, Svetlozar T.; Fabozzi, Frank J.
2011Tempered infinitely divisible distributions and processesBianchi, Michele Leonardo; Rachev, Svetlozar T.; Kim, Young Shin; Fabozzi, Frank J.
2011Fat-tailed models for risk estimationStoyanov, Stoyan V.; Rachev, Svetlozar T.; Racheva-Iotova, Boryana; Fabozzi, Frank J.
2011Tempered stable and tempered infinitely divisible GARCH modelsKim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
2012Measuring financial risk and portfolio optimization with a non-Gaussian multivariate modelKim, Young Shin; Giacometti, Rosella; Rachev, Svetlozar T.; Fabozzi, Frank J.; Mignacca, Domenico
2012Option pricing with regime switching tempered stable processesLin, Zuodong; Rachev, Svetlozar T.; Kim, Young Shin; Fabozzi, Frank J.
2018Active loan tradingFabozzi, Frank J.; Klingler, Sven; Mølgaard, Pia; Nielsen, Mads Stenbo
2020Option pricing incorporating factor dynamics in complete marketsHu, Yuan; Shirvani, Abootaleb; Lindquist, W. Brent; Fabozzi, Frank J.; Račev, Svetlozar T.
2022Intensified competition and the impact on credit ratings in the RMBS marketvan Breemen, Vivian; Fabozzi, Frank J.; Vink, Dennis