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Svetlozar T. Rachev

Texas Tech University

31H指数
232论文数
3.3K被引数
收录论文 11
发表时间
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Iterated poisson processes for catastrophic risk modeling in ruin theory迭代泊松过程在破产理论中的巨灾风险建模
errINSURANCE MATHEMATICS & ECONOMICS
IF2.2
err2025-12-01
err0
errOAAI
errHu, Dongdong; Rachev, Svetlozar T.; Sayit, Hasanjan; Yang, Hailiang; Yildirim, Yildiray
err分享
err收藏
Taylor's law and heavy-tailed distributions
errPROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
IF9.1
err2021-12-10
err2
errOAAI
errLindquist, W. Brent; Rachev, Svetlozar T.
err分享
err收藏
Enhancing binomial and trinomial equity option pricing models改进二项式和三项式股票期权定价模型
errFINANCE RESEARCH LETTERS
IF6.9
err2019-03-01
err8
errOAAI
errKim, Young Shin; Stoyanov, Stoyan; Rachev, Svetlozar; Fabozzi, Frank J.
err分享
err收藏
Applied mean-ETL optimization in using earnings forecasts
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2015-04-01
err5
PREAI
errShao, Barret Pengyuan; Rachev, Svetlozar T.; Mu, Yu
err分享
err收藏
CVaR sensitivity with respect to tail thickness
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-03-01
err18
errOAAI
errStoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
err分享
err收藏
Time series analysis for financial market meltdowns
errJOURNAL OF BANKING & FINANCE
IF3.8
err2011-08-01
err78
errOAAI
errKim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J.
err分享
err收藏
Tempered stable and tempered infinitely divisible GARCH models
errJOURNAL OF BANKING & FINANCE
IF3.8
err2010-09-01
err74
errOAAI
errKim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
err分享
err收藏
Financial market models with Levy processes and time-varying volatility
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-07-01
err75
errOAAI
errKim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
err分享
err收藏
Delta hedging strategies comparison
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2008-03-01
err13
PREAI
errDe Giovanni, Domenico; Ortobelli, Sergio; Rachev, Svetlozar
err分享
err收藏
Spot and derivative pricing in the EEX power market
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-11-01
err117
PREAI
errBierbrauer, Michael; Menn, Christian; Rachev, Svetlozar T.; Truck, Stefan
err分享
err收藏
A GARCH option pricing model with α-stable innovations
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2005-05-01
err27
PREAI
errMenn, C; Rachev, ST
err分享
err收藏

研究方向

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合作学者
合作期刊
F
Frank J. Fabozzi
H 指数: 66 · 论文数: 1.3K
W
W. Brent Lindquist
H 指数: 32 · 论文数: 141
M
Michele Leonardo Bianchi
H 指数: 24 · 论文数: 116
Y
Young Shin Kim
H 指数: 23 · 论文数: 154
S
Stoyan V. Stoyanov
H 指数: 22 · 论文数: 178
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