Rachev, S.T. (Svetlozar Todorov)
Rachev, Svetlozar Todorov, 1951-....
Račev, Svetlozar T. 1951-
Račev, Svetlozar, 1951-
Račev, Svetlozar Todorov (1951- ).
Rachev, Svetlozar T.
Rachev, Svetlozar Todorov
Svetlozar Rachev
Rachev, Svetlozar Todor
VIAF ID: 59162098 ( Personal )
Permalink: http://viaf.org/viaf/59162098
Preferred Forms
- 200 _ | ‡a Rachev ‡b Svetlozar Todorov ‡f 1951-....
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- 100 1 _ ‡a Rachev, S. T. ‡q (Svetlozar Todorov)
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- 100 1 _ ‡a Rachev, S. T. ‡q (Svetlozar Todorov)
- 100 1 _ ‡a Rachev, S. T. ‡q (Svetlozar Todorov)
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- 100 1 _ ‡a Rachev, Svetlozar Todorov
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- 100 1 _ ‡a Rachev, Svetlozar Todorov, ‡d 1951-....
- 100 1 _ ‡a Račev, Svetlozar T. ‡d 1951-
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- 100 1 _ ‡a Račev, Svetlozar ‡d 1951-
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- 100 0 _ ‡a Svetlozar Rachev
4xx's: Alternate Name Forms (45)
5xx's: Related Names (11)
- 510 2 _ ‡a Frey Family Foundation
- 510 2 _ ‡a Frey Family Foundation ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Institut für Statistik und Mathematische Wirtschaftstheorie ‡g Karlsruhe ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Institut für Statistik und Mathematische Wirtschaftstheorie
- 510 2 _ ‡a State University of New York at Stony Brook ‡b Department of Applied Mathematics and Statistics
- 510 2 _ ‡a State University of New York at Stony Brook ‡b Department of Applied Mathematics and Statistics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Stony Brook University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Texas Tech University ‡b Department of Mathematics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of California Santa Barbara
- 510 2 _ ‡a University of California Santa Barbara ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a ebrary, Inc
Works
Title | Sources |
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization The Ideal Risk, Uncertainty, and Performance Measures | |
Advanced Text Mining Methods for the Financial Markets and Forecasting of Intraday Volatility | |
Approximate independence of distributions on spheres and their stability properties | |
Approximation of sums by compound Poisson distributions with respect to stop-loss distances | |
Approximation, probability and related fields | |
Athens conference on applied probability and time series analysis. in honor of J.M. Gani | |
Basics of Financial Econometrics Tools, Concepts, and Asset Management Applications | |
Capetanakis Tsybakov Mikhailov multiple access protocol limiting distribution of the collision resolution interval | |
characterization of random variables with minimum L2-distance [L-distance] | |
comparison of some univariate models for value at risk and expected shortfall | |
Computing the portfolio Conditional Value-at-Risk in the α-stable case | |
Credit risk : measurement, evaluation, and management | |
Distributional analysis of the stocks comprising the DAX 30 | |
Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals | |
Early Warning System for Bankruptcy: Bankruptcy Prediction | |
Essays on High Frequency and Behavioral Finance | |
Fat-Tailed and Skewed Asset Return Distributions Implications for Risk Management, Portfolio Selection, and Option Pricing | |
Financial Econometrics From Basics to Advanced Modeling Techniques | |
Financial Models with Levy Processes and Volatility Clustering | |
Handbook of computational and numerical methods in finance | |
Handbook of heavy tailed distributions in finance | |
Ill-posed problems in probability and stability of random sums | |
Kolichestvennye kriterii skhodimosti veroi︠a︡tnostnykh mer, 1988: | |
Limit theorems for recursive algorithms | |
Mass transportation problems | |
Matematicheskie metody postroenii︠a︡ stokhasticheskikh modeleĭ obsluzhivanii︠a︡ | |
Mathematical methods for construction of queueing models, 1990: | |
Minimally cross-entropic conditional density a generalization of the GARCH model | |
Modélisation des risques de marché des positions sur instruments financiers : contributions à l'approche pareto-stable | |
new ideal metric with applications to stable limit theorems, summability methods and compound poisson approximation | |
On the construction of almost surely convergent random variables | |
On the Cox, Ross and Rubinstein model for option prices | |
On the rate of convergence in the CLT with respect to the Kantorovich metric | |
Operational Risk A Guide to Basel II Capital Requirements, Models, and Analysis | |
Portfolio Analysis with Multivariate Normal Tempered Stable Processes and Distributions | |
Probability and Statistics for Finance | |
Probability metrics and the stability of stochastic models | |
A Probability Metrics Approach to Financial Risk Measures | |
Propagation of chaos and contraction of stochastic mappings | |
Rate of convergence for sums and maxima and doubly ideal metrics | |
Rating based modeling of credit risk : theory and application of migration matrices | |
Risk assessment : decisions in banking and finance | |
Robust and non-robust models in statistics | |
Solving moment problems with application to stochastics | |
Stable paretian models in finance, c2000: | |
Stationarity of stable GARCH processes | |
Testing for unit roots in the presence of infinite variance disturbances | |
Theory | |
Time Series Analysis and Market Microstructure Aspects on Short Time Scales | |
Unconditional and conditional distributional models for the Nikkei index | |
Uniformities for the convergence in law and in probability |