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Rachev, Svetlozar T.
41
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28
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19
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16
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9
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Journal of banking & finance
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Applied financial economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Investment management and financial innovations
4
Journal of econometrics
4
Journal of empirical finance
4
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3
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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The journal of operational risk
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics
1
Applied economics quarterly
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
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European financial management : the journal of the European Financial Management Association
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International review of financial analysis
1
Journal of economic behavior & organization : JEBO
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Journal of economics and business
1
Journal of forecasting
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Journal of international money and finance
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Journal of the American Statistical Association : JASA
1
Mathematics of operations research
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Review of derivatives research
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Risk : managing risk in the world's financial markets
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Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
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The journal of asset management
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The journal of credit risk : published quarterly by Incisive Media
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The journal of futures markets
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The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (EcoSocSci)
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Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 389
Persistent link: https://www.econbiz.de/10007241085
Saved in:
2
Stationarity of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10006770265
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3
Modelling and predicting market risk with Laplace–Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145
Persistent link: https://www.econbiz.de/10007629952
Saved in:
4
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev, Svetlozar
;
Schwartz, Eduardo
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10006561472
Saved in:
5
Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan
;
Rachev, Svetlozar T.
;
Kim, Jeong-Ryeol
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10006993040
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6
Detecting asymmetries in observed linear time series and unobserved disturbances
Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Rachev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10009949704
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7
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
Broda, Simon
;
Carstensen, Kai
;
Paolella, Marc
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 468
Persistent link: https://www.econbiz.de/10008212741
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8
Latest developments on heavy-tailed distributions
Paolella, Marc
;
Renault, Eric
;
Samorodnitsky, Gennady
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10010063346
Saved in:
9
Theory and Methods - Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios
Butler, Ronald W.
;
Paolella, Marc S.
- In:
Journal of the American Statistical Association : JASA
97
(
2002
)
459
,
pp. 836-846
Persistent link: https://www.econbiz.de/10006615678
Saved in:
10
Modeling Higher Frequency Macroeconomic Data: An Application to German Monthly Money Demand
Paolella, Marc S.
- In:
Applied economics quarterly
50
(
2004
)
2
,
pp. 113-138
Persistent link: https://www.econbiz.de/10007443504
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