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~subject:"Probability theory"
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Probability theory
Theorie
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158
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79
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76
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67
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66
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66
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Račev, Svetlozar T.
13
Mittnik, Stefan
8
Paolella, Marc S.
7
Fabozzi, Frank J.
6
Rachev, Svetlozar T.
4
Stoyanov, Stoyan V.
3
Butler, Ronald W.
2
Ortobelli, Sergio
2
Biglova, Almira
1
Chenyao, David
1
Doganoglu, Toker
1
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1
Huang, Xin
1
Höchstötter, Markus
1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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International journal of theoretical and applied finance
2
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1
Asia-Pacific financial markets
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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The Frank J. Fabozzi series
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ECONIS (ZBW)
19
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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
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
5
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:
6
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
7
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
8
Calculating the density and distribution function for the singly and doubly noncentral F
Butler, Ronald W.
;
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001410537
Saved in:
9
Approximate distributions for the various serial correlograms
Butler, Ronald W.
-
1996
Persistent link: https://www.econbiz.de/10001410578
Saved in:
10
Computing the probability density function of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410576
Saved in:
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