| Time series analysis for financial market meltdowns YS Kim, ST Rachev, ML Bianchi, I Mitov, FJ Fabozzi Journal of Banking & Finance 35 (8), 1879-1891, 2011 | 121 | 2011 |
| A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance SM Focardi, FJ Fabozzi, IK Mitov Journal of Banking & Finance 65, 134-155, 2016 | 32 | 2016 |
| Reward-risk momentum strategies using classical tempered stable distribution J Choi, YS Kim, I Mitov Journal of Banking & Finance 58, 194-213, 2015 | 32 | 2015 |
| Limit theorems for extremal processes generated by a point process with correlated time and space components E Pancheva, IK Mitov, KV Mitov Statistics & probability letters 79 (3), 390-395, 2009 | 12 | 2009 |
| Sum and extremal processes over explosion area E Pancheva, I Mitov, Z Volkovich COMPTES RENDUS-ACADEMIE BULGARE DES SCIENCES 59 (12), 1219, 2006 | 4 | 2006 |
| Approximation of the Risk Process-a Survey E Pancheva, IK Mitov Mathematica Balkanica 25 (3), 307-316, 2011 | 3 | 2011 |
| Approximation of aggregate and extremal losses within the very heavy tails framework IK Mitov, ST Rachev, FJ Fabozzi Quantitative Finance 10 (10), 1153-1162, 2010 | 3 | 2010 |
| Relationship between extremal and sum processes generated by the same point process E Pancheva, I Mitov, Z Volkovich Serdica Mathematical Journal 35 (2), 169p-194p, 2009 | 2 | 2009 |
| Skewed sub-Gaussian multivariate distribution T Geninski, I Mitov, Z Rachev 18th European Young Statisticians Meeting, 59, 0 | | |
| Multivariate Processes with Heavy Tails and Applications in Finance T Geninski, I Mitov XVI-th International Summer Conference on Probability and Statistics (ISCPS …, 0 | | |
