Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Karlsruhe Institute of Technology (KIT)
Institute of Economics (ECON), Karlsruhe Institute of Technology (KIT)
Working Paper Series in Economics, Institute of Economics (ECON), Karlsruhe Institute of Technology (KIT)
Search
Search in:
All of EconStor
Karlsruhe Institute of Technology (KIT)
Institute of Economics (ECON), Karlsruhe Institute of Technology (KIT)
Working Paper Series in Economics, Institute of Economics (ECON), Karlsruhe Institute of Technology (KIT)
for
Current filters:
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Session
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 1-10 of 11.
Back
1
2
Next
Item hits:
Year of Publication
Title
Author(s)
2011
CVaR sensitivity with respect to tail thickness
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
2010
Time series analysis for financial market meltdowns
Young Shin Kim
;
Rachev, Svetlozar T.
;
Bianchi, Michele Leonardo
;
Mitov, Ivan
;
Fabozzi, Frank J.
2011
A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
2011
Tempered infinitely divisible distributions and processes
Bianchi, Michele Leonardo
;
Rachev, Svetlozar T.
;
Kim, Young Shin
;
Fabozzi, Frank J.
2011
Fat-tailed models for risk estimation
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Racheva-Iotova, Boryana
;
Fabozzi, Frank J.
2012
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
;
Mignacca, Domenico
2010
Bayesian inference for hedge funds with stable distribution of returns
Güner, Biliana
;
Rachev, Svetlozar T.
;
Edelman, Daniel
;
Fabozzi, Frank J.
2010
Analysis of the intraday effects of economic releases on the currency market
Rezania, Omid
;
Rachev, Svetlozar T.
;
Sun, Edward
;
Fabozzi, Frank J.
2012
Option pricing with regime switching tempered stable processes
Lin, Zuodong
;
Rachev, Svetlozar T.
;
Kim, Young Shin
;
Fabozzi, Frank J.
2010
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study
Chernobai, Anna
;
Menn, Christian
;
Rachev, Svetlozar T.
;
Trück, Stefan
Author
10
Fabozzi, Frank J.
4
Kim, Young Shin
3
Bianchi, Michele Leonardo
2
Stoyanov, Stoyan V.
1
Chernobai, Anna
1
Edelman, Daniel
1
Giacometti, Rosella
1
Güner, Biliana
1
Kanamura, Takashi
1
Lin, Zuodong
.
next >
year of Publication
2
2012
5
2011
4
2010