Narrow search
Showing 91 - 100 of 391
Cover Image
The basics of financial econometrics : tools, concepts, and asset management applications
Fabozzi, Frank J.; Focardi, Sergio M.; Račev, Svetlozar T. - 2014
Persistent link: https://www.econbiz.de/10010350131
Cover Image
Tempered stable Ornstein-Uhlenbeck processes : a practical view
Bianchi, Michele Leonardo; Račev, Svetlozar T.; … - 2013
Persistent link: https://www.econbiz.de/10010351148
Cover Image
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Leonardo Bianchi, Michele; Fabozzi, Frank J.; Račev, … - 2014
Persistent link: https://www.econbiz.de/10010414284
Cover Image
Intraday spot foreign exchange market : analysis of efficiency, liquidity and volatility
Serbinenko, Anna; Račev, Svetlozar T. - In: Investment management and financial innovations 6 (2009) 4, pp. 35-45
Persistent link: https://www.econbiz.de/10003920896
Cover Image
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi; Zhou, Xiaoping; Račev, Svetlozar T. - In: The journal of investing 21 (2012) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Cover Image
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.; Rezania, Omid; Račev, Svetlozar T.; … - In: Journal of international money and finance 30 (2011) 4, pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Cover Image
Market impact measurement of a VWAP trading algorithm
Fraenkle, Jan; Račev, Svetlozar T.; Scherrer, Christian - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 254-274
Persistent link: https://www.econbiz.de/10009271188
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
Cover Image
Fat-tailed models for risk estimation
Stoyanov, Stoyan V.; Račev, Svetlozar T.; … - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 107-117
Persistent link: https://www.econbiz.de/10009273905
Cover Image
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei; Račev, Svetlozar T.; Stojanov, Stojan Dimitrov; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10009513633