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~person:"Rachev, Svetlozar"
~person:"Račev, Svetlozar T."
~subject:"Probability theory"
~subject:"Stochastischer Prozess"
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Probability theory
Stochastischer Prozess
Theorie
74
Theory
74
Portfolio selection
41
Portfolio-Management
41
Statistical distribution
39
Statistische Verteilung
39
Option pricing theory
29
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Rachev, Svetlozar
Račev, Svetlozar T.
Fabozzi, Frank J.
26
Stoyanov, Stoyan V.
10
Mittnik, Stefan
9
Kim, Young Shin
7
Paolella, Marc S.
6
Rachev, Svetlozar T.
5
Bianchi, Michele Leonardo
3
Ortobelli, Sergio
3
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3
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2
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2
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
International journal of theoretical and applied finance
4
The Frank J. Fabozzi series
3
Econometric reviews
2
Economics letters
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2
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1
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1
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1
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1
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1
Handbook of heavy tailed distributions in finance
1
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1
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1
Report / Econometric Institute, Erasmus University Rotterdam
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Review of derivatives research
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ECONIS (ZBW)
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1
Introduction to stochastic processes
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765840
Saved in:
2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
3
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
4
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
5
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:
6
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:
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
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
10
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
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