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~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
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Mittnik, Stefan
17
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11
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9
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6
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CFS Working Paper Series
23
CFS Working Paper
20
Journal of banking & finance
18
CFS working paper series
16
Research paper series / Swiss Finance Institute
14
KIT Working Paper Series in Economics
11
Swiss Finance Institute Research Paper
11
Working Paper Series in Economics
11
Working paper series in economics
11
Journal of econometrics
10
Economics letters
9
International journal of theoretical and applied finance
9
Working Paper
9
Investment management and financial innovations
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The Frank J. Fabozzi series
8
Applied financial economics
7
Journal of Banking & Finance
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
7
Annals of operations research
6
Computational Statistics & Data Analysis
6
Econometrics
6
Econometrics : open access journal
6
Handbook of heavy tailed distributions in finance
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Journal of economic dynamics & control
6
Studies in Nonlinear Dynamics & Econometrics
6
The journal of operational risk
6
Valuation, financial modeling, and quantitative tools
6
Econometric reviews
5
Economics Letters
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematical methods of operations research
5
Risk assessment : decisions in banking and finance
5
Swiss Finance Institute Research Paper Series
5
Econometric theory
4
Energy economics
4
Insurance / Mathematics & economics
4
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ECONIS (ZBW)
23
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1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
3
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
4
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
5
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
Saved in:
6
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
7
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
8
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
9
Testing for unit roots in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001475941
Saved in:
10
Computing the density and distribution of ratios of quadratic forms in normal variables
Butler, Ronald W.
;
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001556995
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