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Theorie
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Račev, Svetlozar T.
156
Fabozzi, Frank J.
108
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34
Rachev, Svetlozar
30
Kim, Young Shin
28
Mittnik, Stefan
24
Rachev, Svetlozar T.
16
Bianchi, Michele Leonardo
15
Shirvani, Abootaleb
15
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12
Menn, Christian
9
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8
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8
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8
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7
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6
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6
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5
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4
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Samorodnitsky, Gennady
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2
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2
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2
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2
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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
8
Journal of banking & finance
7
Valuation, financial modeling, and quantitative tools
6
Handbook of heavy tailed distributions in finance
5
Journal of risk and financial management : JRFM
5
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4
Risk assessment : decisions in banking and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
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3
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3
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3
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2
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2
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Bank of Italy Temi di Discussione (Working Paper)
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
2
Econometric reviews
2
Econometric theory
2
Economics letters
2
Energy economics
2
Journal of economic dynamics & control
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Risks : open access journal
2
Temi di discussione / Banca d'Italia
2
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2
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2
Academic Press Advanced Finance Series
1
Annals of economics and finance
1
Annals of finance
1
Asia-Pacific financial markets
1
Bundesbank Series 1 Discussion Paper
1
Computational economics
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
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ECONIS (ZBW)
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10
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10
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1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
3
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
4
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
Saved in:
5
Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.
;
Huang, Xin
-
1991
Persistent link: https://www.econbiz.de/10000842026
Saved in:
6
Mass transportation problems with capacity constraints
Olkin, Ingram
;
Račev, Svetlozar T.
-
1991
Persistent link: https://www.econbiz.de/10000842081
Saved in:
7
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
8
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
9
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
Saved in:
10
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
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