Sign in
Facet browsing currently unavailable
Page 1 of 457 results
Sort by: relevance publication year
|
Modelling Dependence with Copulas and Applications to Risk Management 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 |
|
Stable Non-Gaussian Models for Credit Risk Management 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 |
|
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 |
|
Long Range Dependence in Heavy Tailed Stochastic Processes BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions 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 |
|
Modeling Financial Data with Stable Distributions BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Portfolio Choice Theory with Non-Gaussian Distributed Returns BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Financial Risk and Heavy Tails BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Copyright BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Contents of the Handbook BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Subject Index BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
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 |
|
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 |
|
Introduction to the Series BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Preface BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
|
Heavy Tails in Finance for Independent or Multifractal Price Increments BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |