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Publisher: Elsevier

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Volume 34, Number 9, November 2001

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Preface
pp. xiii-xiii(1)
Authors: Mittnik, S.; Rachev, S.

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Asymmetric laplace laws and modeling financial data
pp. 1003-1021(19)
Authors: Kozubowski, T.J.; Podgorski, K.

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Safety-first analysis and stable paretian approach to portfolio choice theory
pp. 1037-1072(36)
Authors: Ortobelli L, S.; Rachev, S.T.

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Classification rules for stable distributions
pp. 1073-1093(21)
Authors: SenGupta, A.; Roy, S.

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Testing the stable Paretian assumption
pp. 1095-1112(18)
Author: Paolella, M.S.

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Estimation of stable spectral measures
pp. 1113-1122(10)
Authors: Nolan, J.P.; Panorska, A.K.; McCulloch, J.H.

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Diagnostic checking in linear processes with infinite variance
pp. 1123-1131(9)
Authors: Kramer, W.; Runde, R.

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Recursive estimation for regression with infinite variance fractional ARIMA noise
pp. 1133-1137(5)
Authors: Thavaneswaran, A.; Peiris, S.

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A note on filtering for long memory processes
pp. 1139-1144(6)
Authors: Thavaneswaran, A.; Heyde, C.C.

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Statistical inference in regression with heavy-tailed integrated variables
pp. 1145-1158(14)
Authors: Mittnik, S.; Paulauskas, V.; Rachev, S.T.

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The distribution of test statistics for outlier detection in heavy-tailed samples
pp. 1171-1183(13)
Authors: Mittnik, S.; Rachev, S.T.; Samorodnitsky, G.

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The GARCH-stable option pricing model
pp. 1199-1212(14)
Authors: Hauksson, H.A.; Rachev, S.T.

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Stable modeling of value at risk
pp. 1223-1259(37)
Authors: Khindanova, I.; Rachev, S.; Schwartz, E.

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