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person:"Paolella, Marc S."
subject:"Japan"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~person:"Herwartz, Helmut"
~subject:"United States"
~subject:"Volatility"
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Paolella, Marc S.
Herwartz, Helmut
Mittnik, Stefan
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CFS working paper series
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Handbook of heavy tailed distributions in finance
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
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2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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3
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
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