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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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Stable Modeling of Market and Credit Value at Risk BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Stable Non-Gaussian Models for Credit Risk Management 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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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 |
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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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Portfolio Modeling with Heavy Tailed Random Vectors 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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Portfolio Choice Theory with Non-Gaussian Distributed Returns BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Handbook of Heavy Tailed Distributions in Finance EDITED BOOK published 2003 |
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Copulas and Dependence Modeling BOOK CHAPTER published 23 April 2020 in Handbook of Financial Risk Management |
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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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Copyright BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Subordinated exchange rate models: evidence for heavy tailed distributions and long-range dependence JOURNAL ARTICLE published November 2001 in Mathematical and Computer Modelling |
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Tempered Stable Distributions BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management |
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Financial Risk Management Using Asymmetric Heavy-tailed Distributions and Nonlinear Dependence Structures of Asset Returns under Discontinuous Dynamics BOOK CHAPTER published June 2014 in Econometric Methods and Their Applications in Finance, Macro and Related Fields |
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Contents of the Handbook BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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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 |
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Front matter BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |