Concepedia

Pavel A. Stoimenov

PA

Statistics

Publications

11

Citations

572

H-Index

11

Active since

2005

Affiliations

TU Dortmund University(Current)

Pavel A. Stoimenov is an author at TU Dortmund University specializing in finance, statistics, and business.

Top concepts

FinanceBusinessStatisticsEngineeringCopulasAsset PricingRisk ManagementManagementProbabilityEconometrics

Publications per year

2005–2016

11

Publications

11

Are structured products ‘fairly’ priced? An analysis of the German market for equity-linked instruments

Pavel A. Stoimenov, Sascha Wilkens · Journal of Banking & Finance · 2005 · 172 citations

Market Microstructure, Financial Economics, Equity-linked Instruments +9

A Copula‐Based Non‐parametric Measure of Regression Dependence

Holger Dette, Karl Friedrich Siburg, Pavel A. Stoimenov · Scandinavian Journal of Statistics · 2012 · 90 citations · Full text

New Measure, Business, Econometrics +11

The pricing of leverage products: An empirical investigation of the German market for ‘long’ and ‘short’ stock index certificates

Sascha Wilkens, Pavel A. Stoimenov · Journal of Banking & Finance · 2006 · 79 citations

Market Microstructure, Empirical Finance, Financial Economics +10

A measure of mutual complete dependence

Karl Friedrich Siburg, Pavel A. Stoimenov · Metrika · 2009 · 55 citations · Full text

Measure Theory, Mutual Complete Dependence, Engineering +6

Karl Friedrich Siburg, Pavel A. Stoimenov · Communication in Statistics- Theory and Methods · 2008 · 51 citations

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