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Long Range Dependence in Heavy Tailed Stochastic Processes BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Statistical Issues in Modeling Multivariate Stable Portfolios BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Application of Extreme Value Theory to Estimate Tail Thickness for Asset Return Distributions BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management |
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Modelling Dependence with Copulas and Applications to Risk Management BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Multivariate Time-Changed Brownian Motion BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management |
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Portfolio Modeling with Heavy Tailed Random Vectors BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Copyright BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Author Index BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Front matter BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Subject Index BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Multivariate Time-Changed Brownian Motion: The Expectation–Maximization Estimation Method BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management |
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Introduction to the Series BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Modeling Financial Data with Stable Distributions BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Preface BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Contents of the Handbook BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Heavy-Tailed Distributions in VaR Calculations BOOK CHAPTER published 2012 in Handbook of Computational Statistics |
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Financial Risk and Heavy Tails BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Jump-Diffusion Models BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Heavy Tails in Finance for Independent or Multifractal Price Increments BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |