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person:"Račev, Svetlozar T."
~isPartOf:"Annals of economics and finance"
~isPartOf:"Discussion papers in economics"
~person:"Baixauli, J. Samuel"
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Accurate measures of value at risk fitting fat tails
Baixauli, J. Samuel
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745450
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2
The role of market-implied severity modeling for credit VaR
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Annals of economics and finance
11
(
2010
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10008840329
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3
Empirical analayses of industry stock index return distributions for the Taiwan Stock Exchange
Račev, Svetlozar T.
;
Emeritus
;
Stoyanov, Stoyan V.
; …
- In:
Annals of economics and finance
8
(
2007
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10003714369
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