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~person:"Rachev, Svetlozar"
~person:"Račev, Svetlozar T."
~subject:"ARMA-Modell"
~subject:"Probability theory"
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Rachev, Svetlozar
Račev, Svetlozar T.
Fabozzi, Frank J.
13
Mittnik, Stefan
7
Rachev, Svetlozar T.
5
Paolella, Marc S.
4
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4
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3
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
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2
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1
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1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
3
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
4
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
5
Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.
;
Huang, Xin
-
1991
Persistent link: https://www.econbiz.de/10000842026
Saved in:
6
Stable paretian models in finance
Račev, Svetlozar T.
;
Mittnik, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001354951
Saved in:
7
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
8
Laplace-Weibull mixtures for modeling price changes
Račev, Svetlozar T.
- In:
Management science : journal of the Institute for …
39
(
1993
)
8
,
pp. 1029-1038
Persistent link: https://www.econbiz.de/10001147671
Saved in:
9
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:
10
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003838955
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