Suchergebnisse - Račev, Svetlozar T. 1951-

Stable Paretian models in finance

von Račev, Svetlozar T. 1951-, Mittnik, Stefan

Inhaltsverzeichnis

Mass transportation problems

Band 2 - Applications

von Račev, Svetlozar T. 1951-, Rüschendorf, Ludger 1948-

Inhaltsverzeichnis

Probability metrics and the stability of stochastic models

von Račev, Svetlozar T. 1951-

Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals

von Račev, Svetlozar T. 1951-, Shortt, Rae M.

Mass transportation problems

Band 1 - Theory

von Račev, Svetlozar T. 1951-, Rüschendorf, Ludger 1948-

Inhaltsverzeichnis

Stationarity of stable GARCH processes

von Mittnik, Stefan, Paolella, Marc S. 1967-, Račev, Svetlozar T. 1951-

Modeling the persistence of conditional volatility with GARCH-stable processes

von Mittnik, Stefan, Paolella, Marc S. 1967-, Račev, Svetlozar T. 1951-

Mathematical methods for construction of queueing models

von Kalašnikov, Vladimir Vjačeslavovič 1942-2001, Račev, Svetlozar T. 1951-

The basics of financial econometrics: tools, concepts, and asset management applications

von Fabozzi, Frank J. 1948-, Focardi, Sergio M. 1946-, Račev, Svetlozar T. 1951-, Arshanapalli, Bala Gangadhar

Testing for unit roots in the presence of infinite variance disturbances

von Mittnik, Stefan, Račev, Svetlozar T. 1951-, Kurz-Kim, Jeong-Ryeol

Solving moment problems with application to stochastics

von Anastassiou, George A. 1952-, Račev, Svetlozar T. 1951-

A comparison of some univariate models for value-at-risk and expected shortfall

von Marinelli, Carlo, D'Addona, Stefano 1972-, Račev, Svetlozar T. 1951-

Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals

von Kurz-Kim, Jeong-Ryeol, Račev, Svetlozar T. 1951-, Samorodnitsky, Gennady

Unconditional and conditional distributional models for the Nikkei Index

von Mittnik, Stefan, Paolella, Marc S. 1967-, Račev, Svetlozar T. 1951-

A probability metrics approach to financial risk measures

von Račev, Svetlozar T. 1951-, Stoyanov, Stoyan Veselinov, Fabozzi, Frank J. 1948-

Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing

von Račev, Svetlozar T. 1951-

Advanced REIT portfolio optimization: innovative tools for risk management

von Lindquist, W. Brent, Račev, Svetlozar T. 1951-, Hu, Yuan, Shirvani, Abootaleb

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Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing

von Račev, Svetlozar T. 1951-

Inhaltsverzeichnis

Matematičeskie metody postroenija stochastičeskich modelej obsluživanija

von Kalašnikov, Vladimir Vjačeslavovič 1942-2001, Račev, Svetlozar T. 1951-

A probability metrics approach to financial risk measures

von Račev, Svetlozar T. 1951-, Stoyanov, Stoyan Veselinov, Fabozzi, Frank J. 1948-

Inhaltsverzeichnis