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The theory of Geometric Stable Distributions and its use in modeling financial data
Kozubowski, T.J.; Rachev, S.T. - In: European journal of operational research : EJOR 74 (1994) 2, pp. 310-324
Persistent link: https://www.econbiz.de/10006685822
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Laplace-Weibull Mixtures for Modeling Price Changes
Rachev, S.T.; SenGupta, A. - In: Management science : journal of the Institute for … 39 (1993) 8, pp. 1029
Persistent link: https://www.econbiz.de/10006106537
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Optimal Financial Portfolios
Stoyanov, S.V.; Rachev, S.T.; Fabozzi, F.J. - In: Applied mathematical finance 14 (2007) 5, pp. 401-436
Persistent link: https://www.econbiz.de/10008221446
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Multivariate Stable Futures Prices
Cheng, B.N.; Rachev, S.T. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 133-154
Persistent link: https://www.econbiz.de/10008223669