The following pages link to Svetlozar T. Rachev (Q578716):
Displayed 50 items.
- METRIZATION OF STOCHASTIC DOMINANCE RULES (Q2882693) (← links)
- On a Class of Distributions Stable Under Random Summation (Q2897144) (← links)
- MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
- The Methods of Distances in the Theory of Probability and Statistics (Q2910845) (← links)
- Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581) (← links)
- (Q3003679) (← links)
- (Q3005519) (← links)
- (Q3029892) (← links)
- (Q3036359) (← links)
- (Q3040299) (← links)
- Approximation of aggregate and extremal losses within the very heavy tails framework (Q3064016) (← links)
- (Q3083935) (← links)
- MULTIVARIATE STABLE FUTURES PRICES (Q3126228) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- (Q3201137) (← links)
- (Q3203758) (← links)
- (Q3207783) (← links)
- (Q3210010) (← links)
- On the rate of convergence of some functionals of a stochastic process (Q3210618) (← links)
- A Transformation Property of Minimal Metrics (Q3212048) (← links)
- On a Class of Minimal Functionals on a Space of Probability Measures (Q3217327) (← links)
- (Q3221085) (← links)
- (Q3221160) (← links)
- (Q3313011) (← links)
- (Q3347016) (← links)
- (Q3352889) (← links)
- Approximation of sums by compound Poisson distributions with respect to stop-loss distances (Q3354954) (← links)
- (Q3362327) (← links)
- (Q3363120) (← links)
- Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (Q3368195) (← links)
- (Q3371554) (← links)
- (Q3374062) (← links)
- (Q3374067) (← links)
- Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
- (Q3408885) (← links)
- (Q3417687) (← links)
- (Q3433875) (← links)
- On the Statistical Inference from Survival Experiments with Two Types of Failure (Q3468512) (← links)
- (Q3471257) (← links)
- (Q3471271) (← links)
- (Q3486623) (← links)
- (Q3496957) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- (Q3560418) (← links)
- (Q3561708) (← links)
- (Q3561715) (← links)
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
- (Q3583418) (← links)
- (Q3583419) (← links)