Frank J. Fabozzi

The Timeline Estimation of Bubbles: The Case of Real Estate

F. Fabozzi, Frank J. Fabozzi, Keli Xiao, 2018, Real Estate Economics.

Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models

S. Rachev, M. L. Bianchi, Frank J. Fabozzi, 2014 .

Size, Value, and Momentum in Emerging Market Stock Returns

Nusret Cakici, Sinan Tan, F. Fabozzi, 2012 .

Beta as a Random Coefficient

F. Fabozzi, J. C. Francis, Frank J. Fabozzi, 1978, Journal of Financial and Quantitative Analysis.

Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions

F. Fabozzi, J. C. Francis, Frank J. Fabozzi, 1977 .

A New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions

Wei Sun, S. Rachev, F. Fabozzi, 2009 .

Computing VAR and AVaR in Infinitely Divisible Distributions

Frank J. Fabozzi, Michele Leonardo Bianchi, Svetlozar Rachev, 2009 .

Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination

F. Fabozzi, J. C. Francis, Frank J. Fabozzi, 1979 .