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1 An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks
Svetlozar Rachev, Stoyan Stoyanov, Almira Biglova and Frank Fabozzi

Data Analysis and Decision Support

Studies in Classification, Data Analysis, and Knowledge Organization, 2005, Part II, 269-281, DOI:10.1007/3-540-28397-8_30

http://www.springerlink.com/content/n71562453n84165n/

2
Diagnosing and treating the fat tails in financial returns data

Stefan Mittnik, Marc S. Paolella and Svetlozar T. Rachev


Loader.feature("lp_focus").qCode("ArticleFocus.init('focusButton');"); Journal of Empirical Finance
Volume 7, Issues 3-4, November 2000, Pages 389-416
http://www.sciencedirect.com/science/article/pii/S0927539800000190

3
Portfolio management with stable distributions
Svetlozar Rachev and Seonkoo Han

Mathematical Methods of Operations Research

Volume 51, Number 2, 341-352, DOI:10.1007/s001860050092

http://www.springerlink.com/content/dhwq0cpk0arfbm3m/

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关键词：求文献 springerlink distribution Mathematical Organization returns

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An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks