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~subject:"Risk management"
~subject:"Schätztheorie"
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Search: person:"Rachev, Svetlozar T."
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Risk management
Schätztheorie
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9
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9
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Račev, Svetlozar T.
7
Fabozzi, Frank J.
2
Safari, Amir
2
Schwartz, Eduardo S.
2
Seese, Detlef G.
2
Sun, Wei
2
Focardi, Sergio
1
Höchstötter, Markus
1
Jasic, Teo
1
Khindanova, Irina
1
Kring, Sebastian
1
Martin, Bernhard
1
Martin, R. Douglas
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1
Rachev, Svetlozar T.
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Racheva, Borjana
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Racheva-Jotova, Borjana
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Stojanov, Stojan Dimitrov
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Handbook of heavy tailed distributions in finance
2
Risk assessment : decisions in banking and 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
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
8
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1
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
2
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:
3
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
4
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
Saved in:
5
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:
6
Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
Saved in:
7
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:
8
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:
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