Pavlina Jordanova

Available identifiers

Publication	Date of Publication	Type
On improved volatility modelling by fitting skewness in ARCH models	2022-02-25	Paper
Priority statement and some properties of t-lgHill estimator	2020-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q5119784	2020-09-01	Paper
Risk process approximation with mixing	2020-01-15	Paper
IPO estimation of heaviness of the distribution beyond regularly varying tails	2019-12-18	Paper
P-Thinned Gamma Process and Corresponding Random Walk	2019-10-10	Paper
Generalized Inv-Log-Gamma-G processes	2019-05-07	Paper
Multivariate compounds with equal number of summands	2019-04-23	Paper
On multivariate modifications of Cramer–Lundberg risk model with constant intensities	2019-02-18	Paper
Log-gamma motion as flexible model for generalized interest rates	2018-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q5283466	2017-07-21	Paper
Compound Log-Series Distribution with Negative Multinomial Summands	2017-07-07	Paper
Generalized interest rate dynamics and its impacts on finance and pensions	2017-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q5497162	2015-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q5323936	2009-07-31	Paper
Random Time-Changed Extremal Processes	2008-01-30	Paper
A functional extremal criterion	2005-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4652043	2005-02-24	Paper

This page was built for person: Pavlina Jordanova