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Bayesian methods in finance
Račev, Svetlozar T., (2008)
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J., (2005)
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan, (1997)
Unconditional and conditional distributional models for the Nikkei index
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan, (1996)