//--> //--> //--> //-->
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:"United States"
~subject:"Volatilität"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
United States
Volatilität
Theorie
83
Theory
80
Portfolio selection
43
Portfolio-Management
43
Statistische Verteilung
42
Statistical distribution
40
Option pricing theory
32
Optionspreistheorie
32
Stochastic process
31
Stochastischer Prozess
31
Risikomaß
24
Risk measure
22
Schätzung
22
Volatility
22
Capital income
20
Kapitaleinkommen
20
CAPM
19
Estimation
19
Risikomanagement
19
Schätztheorie
19
ARCH-Modell
18
ARCH model
17
Estimation theory
17
Risk management
16
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Risiko
12
USA
12
Credit risk
10
Derivat
10
Derivative
10
Kreditrisiko
10
Zeitreihenanalyse
10
Risk
9
Time series analysis
9
ARMA-Modell
8
Deutschland
8
Financial market
8
more ...
less ...
Online availability
All
Free
11
Undetermined
4
Type of publication
All
Article
22
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Working Paper
10
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
34
Author
All
Račev, Svetlozar T.
30
Fabozzi, Frank J.
19
Kim, Young Shin
8
Stoyanov, Stoyan V.
5
Bianchi, Michele Leonardo
4
Mittnik, Stefan
4
Rachev, Svetlozar T.
4
Shirvani, Abootaleb
4
Sun, Wei
4
Rezania, Omid
3
Lin, Zuodong
2
Menn, Christian
2
Mitov, Ivan
2
Paolella, Marc S.
2
Safari, Amir
2
Seese, Detlef G.
2
Sun, Edward
2
Beck, Alexander
1
Bianchi, Michele L
1
Cheng, B. N.
1
Chernobai, Anna S.
1
Chung, Dong Myung
1
D'Addona, Stefano
1
Fabozzi, CFA
1
Fabozzi, Frank J
1
Feindt, Michael
1
Fraenkle, Jan
1
Giacometti, Rosella
1
Hurst, Simon R.
1
Kalev, Petko S.
1
Klingler, Sven
1
Leonardo Bianchi, Michele
1
Lindquist, William Brent
1
Mahanama, Thilini
1
Marinelli, Carlo
1
Mignacca, Domenico
1
Platen, Eckhard
1
Rachev, Svetlozar T
1
Racheva-Iotova, Borjana
1
Scherrer, Christian
1
more ...
less ...
Published in...
All
Working paper series in economics
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
International journal of theoretical and applied finance
2
KIT Working Paper Series in Economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of finance
1
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Financial engineering and the Japanese markets
1
Frank J. Fabozzi Ser
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
New developments in financial modelling
1
Review of derivatives research
1
Risks : open access journal
1
Temi di discussione / Banca d'Italia
1
The Frank J. Fabozzi series
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
EconStor
2
Showing
31
-
34
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
32
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
Saved in:
33
Subordinated market index models : a comparison
Hurst, Simon R.
- In:
Financial engineering and the Japanese markets
4
(
1997
)
2
,
pp. 97-124
Persistent link: https://www.econbiz.de/10001240947
Saved in:
34
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->