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Frank J. Fabozzi
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Journal Articles
An autoregressive conditional duration model of credit‐risk contagion
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2005) 6 (3): 208–225.
Published: 01 July 2005
Journal Articles
Fat Tails, Scaling, and Stable Laws: A Critical Look at Modeling Extremal Events in Financial Phenomena
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2003) 5 (1): 5–26.
Published: 01 April 2003
