Artikkelit, joihin on yleisen käytön mandaatti - Michele Leonardo BianchiLisätietoja
Ei saatavilla missään: 1
Learning for infinitely divisible GARCH models in option pricing
F Zhu, ML Bianchi, YS Kim, FJ Fabozzi, H Wu
Studies in Nonlinear Dynamics & Econometrics 25 (3), 35-62, 2020
Mandaatit: National Natural Science Foundation of China
Saatavilla jossain: 7
Time series analysis for financial market meltdowns
YS Kim, ST Rachev, ML Bianchi, I Mitov, FJ Fabozzi
Journal of Banking & Finance 35 (8), 1879-1891, 2011
Mandaatit: German Research Foundation
Tempered stable and tempered infinitely divisible GARCH models
YS Kim, ST Rachev, ML Bianchi, FJ Fabozzi
Journal of Banking & Finance 34 (9), 2096-2109, 2010
Mandaatit: German Research Foundation
The modified tempered stable distribution, GARCH-models and option pricing
YS Kim, ST Rachev, DM Chung, ML Bianchi
Probability and Mathematical statistics 29 (1), 91-117, 2009
Mandaatit: German Research Foundation
Computing VaR and AVaR in infinitely divisible distributions
YS Kim, S Rachev, ML Bianchi, FJ Fabozzi
Probability and Mathematical Statistics 30 (2), 223-245, 2010
Mandaatit: German Research Foundation
Tempered infinitely divisible distributions and processes
M Bianchi, ST Rachev, YS Kim, FJ Fabozzi
Теория вероятностей и ее применения 55 (1), 59-86, 2010
Mandaatit: German Research Foundation
Multi‐tail generalized elliptical distributions for asset returns
S Kring, ST Rachev, M Höchstötter, FJ Fabozzi, ML Bianchi
The Econometrics Journal 12 (2), 272-291, 2009
Mandaatit: German Research Foundation
A modified tempered stable distribution with volatility clustering
YS Kim, ST Rachev, DM Chung, ML Bianchi
New Developments in Financial Modelling 344, 344-365, 2008
Mandaatit: German Research Foundation
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