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
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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/