//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
~subject:"Risk management"
~type_genre:"Book section"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Rachev, Svetlozar T."
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Risk management
Theorie
17
Theory
17
Portfolio selection
12
Portfolio-Management
12
Statistical distribution
9
Statistische Verteilung
9
Capital income
4
Credit risk
4
Estimation theory
4
Kapitaleinkommen
4
Kreditrisiko
4
Risikomanagement
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Option pricing theory
3
Optionspreistheorie
3
Volatility
3
Volatilität
3
Correlation
2
Korrelation
2
Mathematical programming
2
Mathematische Optimierung
2
Regression analysis
2
Regressionsanalyse
2
Risikomaß
2
Risk measure
2
ARCH-Modell
1
Basel Accord
1
Basler Akkord
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
CUSUM test
1
Corporate debt
1
Country risk
1
Credit rating
1
Financial investment
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Book section
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Case study
1
Fallstudie
1
Konferenzschrift
1
more ...
less ...
Language
All
English
5
Author
All
Račev, Svetlozar T.
4
Schwartz, Eduardo S.
2
Bianchi, Michele Leonardo
1
Chung, Dong Myung
1
Khindanova, Irina
1
Kim, Young Shin
1
Martin, Bernhard
1
Martin, R. Douglas
1
Rachev, Svetlozar T.
1
Racheva, Borjana
1
Racheva-Jotova, Borjana
1
Stojanov, Stojan Dimitrov
1
Stoyanov, Stoyan
1
more ...
less ...
Published in...
All
Handbook of heavy tailed distributions in finance
2
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
1
New developments in financial modelling
1
Risk assessment : decisions in banking and finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stable non-Gaussian credit risk model; the cognity approach
Racheva-Jotova, Borjana
;
Stoyanov, Stoyan
;
Rachev, …
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 175-193)
.
2003
Persistent link: https://www.econbiz.de/10002001947
Saved in:
2
Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
Saved in:
3
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
4
Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
Saved in:
5
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->