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Results: 1-12 |
Results: 12
Statistical inference in regression with heavy-tailed integrated variables
Authors: Mittnik, S Paulauskas, V Rachev, ST
Citation: S. Mittnik et al., Statistical inference in regression with heavy-tailed integrated variables, MATH COMP M, 34(9-11), 2001, pp. 1145-1158
The distribution of test statistics for outlier detection in heavy-tailed samples
Authors: Mittnik, S Rachev, ST Samorodnitsky, G
Citation: S. Mittnik et al., The distribution of test statistics for outlier detection in heavy-tailed samples, MATH COMP M, 34(9-11), 2001, pp. 1171-1183
Stable non-Gaussian models in finance and econometrics - Preface
Authors: Mittnik, S Rachev, S
Citation: S. Mittnik et S. Rachev, Stable non-Gaussian models in finance and econometrics - Preface, MATH COMP M, 34(9-11), 2001, pp. XIII-XIII
Conditional density and value-at-risk prediction of Asian currency exchange rates
Authors: Mittnik, S Paolella, MS
Citation: S. Mittnik et Ms. Paolella, Conditional density and value-at-risk prediction of Asian currency exchange rates, J FORECAST, 19(4), 2000, pp. 313-333
Lower-boundary violations and market efficiency: Evidence from the German DAX-index options market
Authors: Mittnik, S Rieken, S
Citation: S. Mittnik et S. Rieken, Lower-boundary violations and market efficiency: Evidence from the German DAX-index options market, J FUT MARK, 20(5), 2000, pp. 405-424
A new representation for the characteristic function of strictly geo-stable vectors
Authors: Klebanov, LB Mittnik, S Rachev, ST Volkovich, VE
Citation: Lb. Klebanov et al., A new representation for the characteristic function of strictly geo-stable vectors, J APPL PROB, 37(4), 2000, pp. 1137-1142
Option pricing for stable and infinitely divisible asset returns
Authors: Mittnik, S Rachev, ST
Citation: S. Mittnik et St. Rachev, Option pricing for stable and infinitely divisible asset returns, MATH COMP M, 29(10-12), 1999, pp. 93-104
A simple estimator for the characteristic exponent of the stable Paretian distribution
Authors: Mittnik, S Paolella, MS
Citation: S. Mittnik et Ms. Paolella, A simple estimator for the characteristic exponent of the stable Paretian distribution, MATH COMP M, 29(10-12), 1999, pp. 161-176
Test of association between multivariate stable vectors
Authors: Mittnik, S Rachev, ST Ruschendorf, L
Citation: S. Mittnik et al., Test of association between multivariate stable vectors, MATH COMP M, 29(10-12), 1999, pp. 181-195
Computing the probability density function of the stable Paretian distribution
Authors: Mittnik, S Doganoglu, T Chenyao, D
Citation: S. Mittnik et al., Computing the probability density function of the stable Paretian distribution, MATH COMP M, 29(10-12), 1999, pp. 235-240
Maximum likelihood estimation of stable Paretian models
Authors: Mittnik, S Rachev, ST Doganoglu, T Chenyao, D
Citation: S. Mittnik et al., Maximum likelihood estimation of stable Paretian models, MATH COMP M, 29(10-12), 1999, pp. 275-293
Distributional modeling in finance part I: Empirical and theoretical aspects - Preface
Authors: Mittnik, S Rachev, ST
Citation: S. Mittnik et St. Rachev, Distributional modeling in finance part I: Empirical and theoretical aspects - Preface, MATH COMP M, 29(10-12), 1999, pp. XIII-XIII
Risultati: 1-12 |