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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000985609
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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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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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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
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Mass transportation problems with capacity constraints
Olkin, Ingram; Račev, Svetlozar T. - 1991
Persistent link: https://www.econbiz.de/10000842081
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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
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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
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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
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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