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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
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83
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83
Portfolio selection
77
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77
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38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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27
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Fabozzi, Frank J.
Gupta, Rangan
184
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
70
Franses, Philip Hans
64
Baghestani, Hamid
58
Fildes, Robert
57
Wang, Yudong
56
Zhang, Yaojie
56
Timmermann, Allan
54
McMillan, David G.
52
Marcellino, Massimiliano
51
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46
Wohar, Mark E.
44
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42
Goodwin, Paul
40
Nikolopoulos, Konstantinos
39
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Wang, Shouyang
37
Zaremba, Adam
37
Hendry, David F.
36
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Kapetanios, George
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
Moosa, Imad A.
28
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European journal of operational research : EJOR
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Economics letters
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of forecasting
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Quantitative finance
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Review of quantitative finance and accounting
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
15
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1
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
2
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:
3
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
4
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
5
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
6
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:
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
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Nazemi, Abdolreza
;
Heidenreich, Konstantin
;
Fabozzi, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 664-675
Persistent link: https://www.econbiz.de/10011890354
Saved in:
9
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
10
Economics: an empirical science capable of forecasting economic events?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 145-151
Persistent link: https://www.econbiz.de/10011432349
Saved in:
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