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Rachev, Svetlozar T.
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19
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8
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Journal of banking & finance
8
Investment management and financial innovations
4
Journal of empirical finance
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric theory
2
Energy economics
2
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
The journal of operational risk
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics quarterly
1
Computational economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of economic behavior & organization : JEBO
1
Journal of international money and finance
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Journal of the American Statistical Association : JASA
1
Mathematics of operations research
1
Review of derivatives research
1
Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
1
The journal of asset management
1
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 trading
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
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
Saved in:
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
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
Saved in:
5
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
Saved in:
6
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:
7
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
Saved in:
8
An econometric analysis of emission allowance prices
Paolella, Marc S.
;
Taschini, Luca
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2022-2032
Persistent link: https://www.econbiz.de/10008099636
Saved in:
9
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10010063356
Saved in:
10
An econometric analysis of emission allowance prices
Paolella, Marc S.
;
Taschini, Luca
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2022-2033
Persistent link: https://www.econbiz.de/10008897710
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