Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 6912 results
Sort by: relevance publication year

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

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

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

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

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

Copyright

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

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

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

Contents of the Handbook

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

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

Stable Modeling of Energy Risk

BOOK CHAPTER published 2003 in Modeling and Control of Economic Systems 2001

Authors: Irina Khindanova | Zauresh Atkhanova | Svetlozar Rachev

Introduction to the Series

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

Hyperbolic Processes in Finance

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

Authors: Bo Martin Bibby | Michael Sørensen

Preface

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

Authors: Rachev Svetlozar T.

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