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~person:"Rachev, Svetlozar T."
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Rachev, Svetlozar T.
Račev, Svetlozar T.
156
Fabozzi, Frank J.
89
Kim, Young Shin
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Stoyanov, Stoyan V.
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Mittnik, Stefan
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Bianchi, Michele Leonardo
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Trück, Stefan
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Biglova, Almira
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Focardi, Sergio M.
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Racheva-Iotova, Boryana
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Stojanov, Stojan Dimitrov
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Bertocchi, Marida
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Chernobai, Anna S.
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D'Addona, Stefano
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Lin, Zuodong
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Mahanama, Thilini
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
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1997
Persistent link: https://www.econbiz.de/10000984425
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
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1997
Persistent link: https://www.econbiz.de/10000985609
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3
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
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4
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
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