Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents

1. Emerging markets and heavy tails

   Marat Ibragimov, Rustam Ibragimov, Paul Kattuman

   МақолаFinancial Risk and Volatility ModelingJournal of Banking & Finance20130 иқтибос

   ABIABI:AkademIndex/openalex/2013.article.000024

2. Gaussian approximation of dynamic cavity equations for linearly-coupled stochastic dynamics

   Mattia Tarabolo, Luca Dall’Asta

   МақолаStochastic processes and financial applicationsSciPost Physics20250 иқтибос

   ABIABI:AkademIndex/openalex/2025.article.007519