Ivan Mitov

Learn More
  • Young Shin Kim, Svetlozar T Rachev, Michele Leonardo Bianchi, Ivan Mitov, Frank J Fabozzi, Fakultät Für Wirtschaftswissenschaften
  • 2010
There appears to be a consensus that the recent instability in global financial markets may be attributable in part to the failure of financial modeling. More specifically , current risk models have failed to properly assess the risks associated with large adverse stock price behavior. In this paper, we first discuss the limitations of classical time series(More)
  • 1