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Bayesian inference for hedge funds with stabledistribution of returns
Güner, Biliana; Rachev, Svetlozar T.; Edelmanz, Daniel; … - 2010
Persistent link: https://www.econbiz.de/10009434437
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Time series analysis for financial market meltdowns
Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele … - 2010
Persistent link: https://www.econbiz.de/10009434438
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Analysis of the Intraday Effects of Economic Releases on theCurrency Market
Rezania, Omid; Rachev, Svetlozar T.; Sun, Edward; … - 2010
Persistent link: https://www.econbiz.de/10009434439
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Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study
Chernobai, Anna; Menn, Christian; Rachev, Svetlozar T.; … - 2010
Persistent link: https://www.econbiz.de/10009434440
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Tempered infinitely divisible distributions and processes
Bianchi, Michele Leonardo; Rachev, Svetlozar T.; Kim, … - 2011
Persistent link: https://www.econbiz.de/10009434494
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A profit model for spread trading with an application to energy futures
Kanamura, Takashi; Rachev, Svetlozar T.; Fabozzi, Frank J. - 2011
Persistent link: https://www.econbiz.de/10009434495
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Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele … - 2011
Persistent link: https://www.econbiz.de/10009434496
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CVaR sensitivity with respect to tail thickness
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J. - 2011
Persistent link: https://www.econbiz.de/10009434497
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Fat-tailed models for risk estimation
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; … - 2011
Persistent link: https://www.econbiz.de/10009434498