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Modelling the Term Structure of Monetary Rates*

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

Authors: IZZI LUISA

Signal Processing with Stable Distributions

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Related Distributions

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Basic Properties of Univariate Stable Distributions

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Technical Results for Univariate Stable Distributions

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Financial modeling with heavy‐tailed stable distributions

JOURNAL ARTICLE published January 2014 in WIREs Computational Statistics

Research funded by Cornell University, Operations Research & Information Engineering (W911NF-12-1-0385)

Authors: John P. Nolan

Univariate Stable Distributions

BOOK published 2020 in Springer Series in Operations Research and Financial Engineering

Authors: John P. Nolan

Stable Regression

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Tempered Stable Distributions

BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management

Modelling Dependence with Copulas and Applications to Risk Management

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

Authors: Paul Embrechts | Filip Lindskog | Alexander Mcneil

The Class of Stable Distributions

BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management

Multifactor Stochastic Variance Models in Risk Management: Maximum Entropy Approach and Lévy Processes*

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

Authors: Alexander Levin | Alexander Tchernitser

Heavy‐Tailed and Stable Distributions in Financial Econometrics

OTHER published 2 January 2012 in Financial Econometrics

Portfolio Choice Theory with Non-Gaussian Distributed Returns

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

Authors: Sergio Ortobelli | Isabella Huber | Svetlozar T. Rachev | Eduardo S. Schwartz

Univariate Estimation

BOOK CHAPTER published 2020 in Univariate Stable Distributions

Authors: John P. Nolan

Asset Liability Management: A Review and Some New Results in the Presence of Heavy Tails

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

Authors: Yesim Tokat | Svetlozar T. Rachev | Eduardo S. Schwartz

Statistical Properties of Financial Market Data

BOOK CHAPTER published in Springer Finance

HEAVY-TAILED DISTRIBUTIONS AND THEIR APPLICATIONS

PROCEEDINGS ARTICLE published June 2004 in Probability, Finance and Insurance

Authors: CHUN SU | QIHE TANG

Financial Modeling Under Non-Gaussian Distributions

BOOK published 2007 in Springer Finance

Modeling Volatility

BOOK CHAPTER published in Springer Finance