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~person:"Rachev, Svetlozar"
~person:"Račev, Svetlozar T."
~subject:"Probability theory"
~type_genre:"Arbeitspapier"
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Rachev, Svetlozar
Račev, Svetlozar T.
Mittnik, Stefan
4
Paolella, Marc S.
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Rachev, Svetlozar T.
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Huang, Xin
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Kurz-Kim, Jeong-Ryeol
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
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1997
Persistent link: https://www.econbiz.de/10000984425
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2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
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3
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
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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
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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
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