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49 research outputs found

Kondo versus magnetic coupling of cobalt dimers in a Cu–O (2 × 1) reconstruction

Author: Alessandro Fortunelli
Andreas Gumbsch
Baroni S Del Corso A de Gironcoli S Giannozzi P
Falko P Netzer
Giovanni Barcaro
Grüner G
Hewson A C
Kouwenhoven L
Mike G Ramsey
Svetlozar Surnev
Ternes M
Wahl P
Publication venue: 'IOP Publishing'
Publication date
Field of study

Crossref

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

Author: B. B. Mandelbrot
B. B. Mandelbrot
C. Adcock
C. Gourieroux
D. Wu
D. Wu
D. Wu
D. Wu
Domenico Mignacca
E. Eberlein
E. Fama
F. J. Fabozzi
Frank J. Fabozzi
G. Pflug
H. Markowitz
K. Aas
R. Mansini
R. T. Rockafellar
R. T. Rockafellar
Rosella Giacometti
S. Dokov
S. T. Rachev
S. T. Rachev
S. T. Rachev
S. T. Rachev
S. V. Stoyanov
S. V. Stoyanov
Svetlozar T. Rachev
T. A. Øigård
Y. S. Kim
Young Shin Kim
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2012
Field of study

Crossref

KITopen

A tail estimator for the index of the stable paretian distribution

Author: Mittnik Stefan
Paolella Marc S
Rachev Svetlozar T
Publication venue: 'Informa UK Limited'
Publication date: 01/01/1998
Field of study

ZORA

Stationarity of stable power-GARCH processes

Author: Mittnik Stefan
Paolella Marc S
Rachev Svetlozar T
Publication venue: 'Elsevier BV'
Publication date: 01/01/2002
Field of study

ZORA

Modeling the persistence of conditional volatility with GARCH-stable processes

Author: Mittnik Stefan
Paolella Marc S.
Racev Svetlozar Todorov
Publication venue
Publication date: 01/01/1997
Field of study

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kiel W 124 (110) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman

OpenGrey Repository

A tail estimator for the index of the stable Paretian distribution

Author: Mittnik Stefan
Paolella Marc S.
Racev Svetlozar Todorov
Publication venue
Publication date: 01/01/1996
Field of study

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kiel W 124 (102) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman

OpenGrey Repository