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51篇 您的检索式:作者名="Rachev S"
    题名 作者 年代 出处 被引量
1Residual strains in conduit arteries显示文摘Rachev A Greenwald S E 2003Journal of Biomechanics2003,36,:1
2Financial market mod-els with levy process and time-varying volatility 显示文摘Kim Y S Rachev S T Bianchi M L 2008Journal of Banking & Finance2008,32,7:1
3The Stable Non-Gaussian Asset Allocation:A Comparison with the Classical Gaussian Approach显示文摘 Rachev S T Schwartz E S 2003Journal of Economic Dynamics and Control2003,27,6:1
4Smoothly truncated stable distributions, CARCH models, and option pricing显示文摘Menn C Rachev S 2009Mathemat- ical Methods of Operations Research2009,63,3:1
5Maximum likelihood estimation of stable paretian models 显示文摘MITTNIK S RACHEV S T DOGANOGLU T 1999Mathmatical and Computer Modelling1999,,29:1
6Tempered stable and tempered infinitely divisible GARCH models显示文摘Kim Y Rachev S Bianchi M 2010Journal of Banking and Finance2010,34,9:1
7Financial market models with Lévy processes and time-varying volatility显示文摘Kim Y S Rachev S T Bianchi M L 2008Journal of Banking anf Fianance2008,32,:1
8Time series analysis for financial market meltdowns显示文摘Kim Y Rachev S Bianchi M 2011Journal of Banking Finance2011,35,8:1
9The Stable Non-Gaussian Asset Allocation:A Comparison with the Classical Gaussian Approach显示文摘TOKAT Y RACHEV S T SCHWARTZ E S 2003Journal of Economic Dynamics and Control2003,27,6:1
10A profit model for spread trading with an application to energy futures显示文摘Kanamura T Rachev S T Fabozzi F J 0,,01:1
11Modeling Asset Returns with Alternative Stable Distributions显示文摘Mittnik S Rachev S T 1993Econometric Review1993,12,3:1
12The Stable Non-Gaussian Asset Allocation:A Comparison with the Classical Gaussian Approach显示文摘Tokat Y Rachev S T Schwartz E S 2003Journal of Economic Dynamics and Control2003,27,6:1
13Stable modeling of value at risk 显示文摘KNINDANOVA I RACHEV S SCHWARTZ E 2001Mathematical and Computer Modelling2001,34,911:1
14The stable non-gaussian asset allocation: A comparison with the classical gaussian approach显示文摘Tokat Y Rachev S T Schwartz E S 2003Journal of Economic Dynamics & Control2003,27,6:1
15MCMC-based estimation of Makov switching ARMA-GARCH models显示文摘Henneke J S Rachev S T Fabozzi F J 0,,03:1
16The stable non-gaussian asset allocation:A comparison with the classical gaussian approach显示文摘Tokat Y Rachev S T Schwartz E S 2003Journal of Economic Dynamics & Control2003,27,6:1
17Maximum likelihood estimation of stable paretian models 显示文摘MITTNIK S RACHEV S T DOGANOGLU C D 1999Mathematical and Computer Modelling1999,,29:1
18The stable non-Gaussian asset allocation: A comparison with the classical Gaussian approach显示文摘Tokat Y Rachev S T Schwartz E S 2003Journal of Economic Dynamics &: Control2003,27,6:1
19Maximum likelihood estimation of stable paretian models 显示文摘Mittnik S Rachev S T Doganoglu T Chenyao D 1999Mathematical and Computer Modelling1999,29,:1
20The stable non-gaussian asset allocation: a comparison with the classical gaussian approach显示文摘Tokat Y Rachev S T Schwartz E S 2003Journal of Economic Dynamics & Control2003,27,6:1
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