Narrow search
Showing 1 - 10 of 13
Cover Image
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
Cover Image
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J. - In: European financial management : the journal of the … 15 (2009) 2, pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Cover Image
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.; Racheva-Iotova, Borjana; Račev, … - 2010
Persistent link: https://www.econbiz.de/10003964894
Cover Image
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
Cover Image
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud; Kim, Young Shin; Račev, Svetlozar T. - In: International journal of Islamic and Middle Eastern … 7 (2014) 1, pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Cover Image
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Cover Image
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo; D'Addona, Stefano; Račev, Svetlozar T. - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Cover Image
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Cover Image
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
Cover Image
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 17 (2010) 2, pp. 195-211
Persistent link: https://www.econbiz.de/10009271854