SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Handbook of heavy tailed distributions in finance · Study

BookHandbook of heavy tailed distributions in finance

Svetlozar T. Rachev2003

Book2003

Handbook of heavy tailed distributions in finance

Svetlozar T. Rachev

351 citations·0/0 files stored·RePEc: Research Papers in Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 351 citations exist upstream.

Cited by

2011Modelling oil price and exchange rate co-movements 2008Models for construction of multivariate dependence – a comparison study 2009Tail dependence functions and vine copulas 2010Pair-Copula Constructions of Multivariate Copulas 2012Do food and oil prices co-move?2011How do crude oil prices co-move?2004Different Approaches to Risk Estimation in Portfolio Theory 2008New Evidence of Asymmetric Dependence Structures in International Equity Markets

Details

Year2003

Typebook

Published2003-01-01

VenueRePEc: Research Papers in Economics

Languageen

Citations351

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

openalex_workW1486650488

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.