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Modeling Financial Data with Stable Distributions

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: John P. Nolan

Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Stefan Mittnik | Marc S. Paolella

Handbook of Heavy Tailed Distributions in Finance

BOOK published 2003

Copyright

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Portfolio Modeling with Heavy Tailed Random Vectors

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Mark M. Meerschaert | Hans-Peter. Scheffler

Financial Risk and Heavy Tails

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Brendan O. Bradley | Murad S. Taqqu

Subject Index

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Front matter

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Author Index

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Statistical Issues in Modeling Multivariate Stable Portfolios

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Tomasz J. Kozubowski | Anna K. Panorska | Svetlozar T. Rachev

Contents of the Handbook

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Introduction to the Series

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Stable Modeling of Market and Credit Value at Risk

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Svetlozar T. Rachev | Eduardo S. Schwartz | Irina Khindanova

Preface

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Rachev Svetlozar T.

Hyperbolic Processes in Finance

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Bo Martin Bibby | Michael Sørensen

Modeling with Stable Distributions

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Jump-Diffusion Models

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Wolfgang J. Runggaldier

Heavy Tails in Finance for Independent or Multifractal Price Increments

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Benoit B. Mandelbrot

Long Range Dependence in Heavy Tailed Stochastic Processes

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: BORJANA RACHEVA-IOTOVA | GENNADY SAMORODNITSKY

Stable Non-Gaussian Models for Credit Risk Management

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Bernhard Martin | Svetlozar T. Rachev | Eduardo S. Schwartz