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~person:"Sun, Wei"
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Search: person:"Rachev, Svetlozar T."
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Sun, Wei
Fabozzi, Frank J.
164
Račev, Svetlozar T.
156
Rachev, Svetlozar T.
126
Kim, Young Shin
47
Stoyanov, Stoyan V.
44
Mittnik, Stefan
32
Bianchi, Michele Leonardo
28
Menn, Christian
17
Shirvani, Abootaleb
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Giacometti, Rosella
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Ortobelli, Sergio
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Paolella, Marc S.
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Höchstötter, Markus
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Mitov, Ivan
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Rezania, Omid
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Schwartz, Eduardo S.
7
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Bertocchi, Marida
5
Hu, Yuan
5
Kim, Jeong-Ryeol
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Lin, Zuodong
5
Lindquist, W. Brent
5
Mignacca, Domenico
5
RACHEV, SVETLOZAR T.
5
Racheva-Iotova, Boryana
5
Stoyanov, Stoyan
5
Tokat, Yesim
5
Wang, Dezhong
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Chernobai, Anna
4
Güner, Biliana
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Rachev, Svetlozar T
4
Samorodnitsky, Gennady
4
Sun, Edward
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Bierbrauer, Michael
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Annals of finance
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Encyclopedia of economics research ; Vol. 1
1
European financial management : the journal of the European Financial Management Association
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Journal of economics & business
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
7
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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
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
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
A new approach to modeling co-movement of international equity markets : evidence of unconditional copula-based stimulation of tail dependence
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 201-229
Persistent link: https://www.econbiz.de/10003804574
Saved in:
5
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
6
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
Saved in:
7
Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of economics & business
59
(
2007
)
6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10003615737
Saved in:
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