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Račev, Svetlozar T.
7
Fabozzi, Frank J.
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Bianchi, Michele Leonardo
3
Kim, Young Shin
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2
Bierbrauer, Michael
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Jašić, Teo
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Journal of banking & finance
Working paper series in economics
11
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
International journal of theoretical and applied finance
9
The Frank J. Fabozzi series
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Handbook of heavy tailed distributions in finance
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Journal of Risk and Financial Management
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Risk assessment : decisions in banking and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Dynamic Modeling and Econometrics in Economics and Finance
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ECONIS (ZBW)
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1
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
2
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
3
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
4
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
5
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
Saved in:
6
Spot and derivative pricing in the EEX power market
Bierbrauer, Michael
;
Menn, Christian
;
Račev, Svetlozar T.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3462-3485
Persistent link: https://www.econbiz.de/10003577501
Saved in:
7
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
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