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Disambiguation of "Rachev, Svetlozar T."

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Reply to comments on modeling asset returns with alternative stable distributions and some extensions

, and . Econometric Reviews, 12 (3): 347--389 (1993)

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S Rachev

Svetlozar Nikolov

Svetlozar Rajanov

Svetlozar Raèv

Svetlozar Ra ev

 

Other publications of authors with the same name

Rate-of-convergence in the multivariate max-stable limit theorem, and . Statistics & Probability Letters, 32 (2): 115--123 (Mar 1, 1997)Spot and derivative pricing in the EEX power market, , , and . Journal of Banking & Finance, 31 (11): 3462--3485 (November 2007)Relative deviation metrics and the problem of strategy replication, , , and . Journal of Banking & Finance, 32 (2): 199--206 (February 2008)Diagnosing and treating the fat tails in financial returns data, , and . Journal of Empirical Finance, 7 (3-4): 389--416 (November 2000)Reply to comments on modeling asset returns with alternative stable distributions and some extensions, and . Econometric Reviews, 12 (3): 347--389 (1993)A New Set of Financial Instruments., , , and . Frontiers Appl. Math. Stat., (2020)Bayesian Methods in Finance, , , and . Wiley, (2008)Stationarity of stable power-GARCH processes, , and . Journal of Econometrics, 106 (1): 97--107 (January 2002)The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach, , and . Journal of Economic Dynamics and Control, 27 (6): 937--969 (April 2003)Calibrated FFT-based density approximations for alpha-stable distributions, and . Computational Statistics & Data Analysis, 50 (8): 1891--1904 (Apr 10, 2006)