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~person:"Rachev, Svetlozar"
~person:"Račev, Svetlozar T."
~subject:"Probability theory"
~subject:"Theory"
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Estimation of operational valu...
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Probability theory
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74
Portfolio selection
41
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39
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29
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Rachev, Svetlozar
Račev, Svetlozar T.
Fabozzi, Frank J.
40
Trück, Stefan
22
Mittnik, Stefan
18
Kim, Young Shin
12
Stoyanov, Stoyan V.
12
Rachev, Svetlozar T.
11
Paolella, Marc S.
8
Kurz-Kim, Jeong-Ryeol
7
Ortobelli, Sergio
6
Schwartz, Eduardo S.
5
Bianchi, Michele Leonardo
4
Truong, Chi
4
Biglova, Almira
3
Menn, Christian
3
Stoyanov, Stoyan
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Giacometti, Rosella
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Höchstötter, Markus
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Kanamura, Takashi
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Malavasi, Matteo
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Mignacca, Domenico
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Samorodnitsky, Gennady
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Seese, Detlef G.
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Shao, Barret Pengyuan
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Shevchenko, Pavel V.
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Shirvani, Abootaleb
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Handbook of heavy tailed distributions in finance
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International journal of theoretical and applied finance
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Encyclopedia of economics research ; Vol. 1
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International journal of Islamic and Middle Eastern finance and management
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
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Operational risk modelling and analysis : theory and practice
1
Optimizing optimization : the next generation of optimization applications and theory
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Review of quantitative finance and accounting
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Series in financial economics and quantitative analysis
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The Frank J. Fabozzi series
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The journal of fixed income
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ECONIS (ZBW)
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1
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
2
Introduction to stochastic processes
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765840
Saved in:
3
Operational risk : a guide to Basel II capital requirements, models, and analysis
Chernobai, Anna S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2007
Persistent link: https://www.econbiz.de/10003427487
Saved in:
4
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel
;
Račev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Saved in:
5
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
6
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
7
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
8
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
9
Stable modelling of operational risk
Chernobai, Anna
;
Rachev, Svetlozar
- In:
Operational risk modelling and analysis : theory and …
,
(pp. 139-169)
.
2004
Persistent link: https://www.econbiz.de/10002770529
Saved in:
10
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
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