The following pages link to Svetlozar T. Rachev (Q578716):
Displayed 50 items.
- A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- \(U\)-statistics of random-size samples and limit theorems for systems of Markovian particles with non-Poisson initial distributions (Q1317226) (← links)
- Geometric stable distributions in Banach spaces (Q1322912) (← links)
- The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
- Integral and asymptotic representations of geo-stable densities (Q1352361) (← links)
- Rate-of-convergence in the multivariate max-stable limit theorem (Q1359773) (← links)
- Conditionally exponential dependence model for asset returns (Q1370448) (← links)
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications (Q1391756) (← links)
- Preface: Special issue on mathematical models in market and credit risk. (Q1397047) (← links)
- Portfolio management with stable distributions (Q1574542) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Dependence of stable random variables (Q1624514) (← links)
- A stochastic model of radiation carcinogenesis: Latent time distributions and their properties (Q1802913) (← links)
- Time series with unit roots and infinite-variance disturbances (Q1808615) (← links)
- A note on p-metrics on \(M_ p(S)\) (Q1824269) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- Long strange segments in a long-range-dependent moving average. (Q1888751) (← links)
- Mass-transshipment problems and ideal metrics (Q1893970) (← links)
- A bivariate limiting distribution of tumor latency time (Q1897784) (← links)
- Stable GARCH models for financial time series (Q1904510) (← links)
- Rates of convergence in the operator-stable limit theorem (Q1908204) (← links)
- Queueing models of potentially lethal damage repair in irradiated cells (Q1918054) (← links)
- Propagation of chaos and contraction of stochastic mappings (Q1920101) (← links)
- Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
- Pre-limit theorems and their applications (Q1969262) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- Probability metrics with applications in finance (Q2324082) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates (Q2427810) (← links)
- Modelling catastrophe claims with left-truncated severity distributions (Q2463663) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- Value-at-risk and asset allocation with stable return distributions (Q2567524) (← links)
- Erratum to ``Long strange segments in a long-range-dependent moving average'' (Q2574507) (← links)
- (Q2702488) (← links)
- (Q2702489) (← links)
- (Q2709279) (← links)
- A new representation for the characteristic function of strictly geo-stable vectors (Q2725311) (← links)