Browsing All of EconStor by Author Bianchi, Michele Leonardo
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2010 | Time series analysis for financial market meltdowns | Young Shin Kim; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J. |
2011 | Tempered infinitely divisible distributions and processes | Bianchi, Michele Leonardo; Rachev, Svetlozar T.; Kim, Young Shin; Fabozzi, Frank J. |
2011 | Tempered stable and tempered infinitely divisible GARCH models | Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J. |