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Tail estimation of the stable index α

JOURNAL ARTICLE published May 1996 in Applied Mathematics Letters

Authors: S. Mittnik | S.T. Rachev

Integral and asymptotic representations of geo-stable densities

JOURNAL ARTICLE published November 1996 in Applied Mathematics Letters

Authors: L.B. Klebanov | J.A. Melamed | S. Mittnik | S.T. Rachev

Stable distributions for asset returns

JOURNAL ARTICLE published 1989 in Applied Mathematics Letters

Authors: Stefan Mittnik | Svetlozar T. Rachev

Stable GARCH models for financial time series

JOURNAL ARTICLE published September 1995 in Applied Mathematics Letters

Authors: A.K. Panorska | S. Mittnik | S.T. Rachev

Time series with unit roots and infinite-variance disturbances

JOURNAL ARTICLE published September 1998 in Applied Mathematics Letters

Authors: S.T. Rachev | S. Mittnik | J.-R. Kim

A tail estimator for the index of the stable paretian distribution

JOURNAL ARTICLE published January 1998 in Communications in Statistics - Theory and Methods

Authors: Stefan Mittnik | Marc S. Paolella | Svetlozar T. Rachev

Alternative multivariate stable distributions and their applications to financial modeling

BOOK CHAPTER published 1991 in Stable Processes and Related Topics

Authors: Stefan Mittnik | Svetlozar T. Rachev

JOURNAL ARTICLE published February 2002 in Allgemeines Statistisches Archiv

Authors: Stefan Mittnik | Svetlozar Rachev | Eduardo Schwartz

Modeling nonlinear processes with generalized autoregressions

JOURNAL ARTICLE published 1990 in Applied Mathematics Letters

Authors: Stefan Mittnik

A new representation for the characteristic function of strictly geo-stable vectors

JOURNAL ARTICLE published December 2000 in Journal of Applied Probability

Authors: Lev B. Klebanov | Stefan Mittnik | Svetlozar T. Rachev | Vladimir E. Volkovich

Stationarity of stable power-GARCH processes

JOURNAL ARTICLE published January 2002 in Journal of Econometrics

Authors: Stefan Mittnik | Marc S. Paolella | Svetlozar T. Rachev

Modeling asset returns with alternative stable distributions*

JOURNAL ARTICLE published January 1993 in Econometric Reviews

Authors: Stefan Mittnik | Svetlozar T. Rachev

On the stable tail limit of traveling wave for a predator–prey system with nonlocal dispersal

JOURNAL ARTICLE published March 2021 in Applied Mathematics Letters

Research funded by Ministry of Science and Technology of the Republic of China (108-2115-M-005-007-MY2)

Authors: Chin-Chin Wu

Iterative versus noniterative derivation of moving average parameters of arma processes

JOURNAL ARTICLE published 1988 in Applied Mathematics Letters

Authors: Stefan Mittnik

Test of association between multivariate stable vectors

JOURNAL ARTICLE published May 1999 in Mathematical and Computer Modelling

Authors: S. Mittnik | S.T. Rachev | L. Rüschendorf

List of contents and author index

JOURNAL ARTICLE published November 1996 in Applied Mathematics Letters

A new representation for the characteristic function of strictly geo-stable vectors

JOURNAL ARTICLE published December 2000 in Journal of Applied Probability

Authors: Lev B. Klebanov | Stefan Mittnik | Svetlozar T. Rachev | Vladimir E. Volkovich

COMPUTATIONAL ISSUES IN STABLE FINANCIAL MODELING

BOOK CHAPTER published June 2000 in Applied Mathematics Reviews

Authors: Carlo Marinelli | Svetlozar T. Rachev

Modeling the Distribution of Highly Volatile Exchange-rate Time Series

BOOK CHAPTER published 1996 in Athens Conference on Applied Probability and Time Series Analysis

Authors: George Chobanov | Plamen Mateev | Stefan Mittnik | Svetlozar Rachev

Option pricing for stable and infinitely divisible asset returns

JOURNAL ARTICLE published May 1999 in Mathematical and Computer Modelling

Authors: S. Mittnik | S.T. Rachev