//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Dokov, Steftcho"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Stoyanov, Stoyan"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Dokov, Steftcho
Stoyanov, Stoyan V.
75
Fabozzi, Frank J.
62
Račev, Svetlozar T.
31
Stoyanov, Stoyan
24
Rachev, Svetlozar T.
22
Rachev, Svetlozar
14
Racheva-Iotova, Boryana
12
Stein, Michael
11
Kim, Young Shin
7
Piazolo, Daniel
7
Shirvani, Abootaleb
6
Stojanov, Stojan Dimitrov
6
Ortobelli, Sergio
5
Racheva-Iotova, Borjana
5
Stoyanova, Veselina
5
Stoyanov, Stoyan Veselinov
4
Wörner, Stefan
4
Biglova, Almira
3
FABOZZI, FRANK J.
3
Fabozzi Frank J.
3
Stoyanov Stoyan V.
3
Sun, Wei
3
Amihud, Yakov
2
BIGLOVA, ALMIRA
2
Bianchi, Michele Leonardo
2
Fabozzi, Francesco A.
2
Fabozzi, Frank
2
Focardi, Sergio M.
2
Jašić, Teo
2
Jiang, Danling
2
Mittnik, Stefan
2
ORTOBELLI, SERGIO
2
Ortobelli Lozza, Sergio
2
RACHEV, SVETLOZAR T.
2
Rachev Svetlozar T.
2
Racheva-Yotova, Boryana
2
STOYANOV, STOYAN
2
Tassinari, Gian Luca
2
Woodward, Richard
2
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computing VaR and AVaR of Skewed-T Distribution
Dokov, Steftcho
-
2010
We consider the skewed-T distribution defined as a location-scale normal mixture. Analytical formulas for its value-at-risk and average value-at-risk are derived. High-accuracy approximations are developed and numerically tested
Persistent link: https://www.econbiz.de/10013134868
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->