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FORECASTING WITH BALANCED STAT...
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107
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ECONIS (ZBW)
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1
Alternative methods for multivariate time series analysis with applications to US money-output data
Mittnik, Stefan
-
1987
Persistent link: https://www.econbiz.de/10000775562
Saved in:
2
Unit root inference in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1996
Persistent link: https://www.econbiz.de/10000955832
Saved in:
3
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:
4
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:
5
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10000955842
Saved in:
6
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
7
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
8
Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
Saved in:
9
Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts
Haas, Markus
;
Mittnik, Stefan
;
Mizrach, Bruce Marshall
- In:
Journal of financial stability
2
(
2006
)
1
,
pp. 28-54
Persistent link: https://www.econbiz.de/10003779112
Saved in:
10
Portfolio selection with common correlation mixture models
Haas, Markus
;
Mittnik, Stefan
- In:
Risk assessment : decisions in banking and finance
,
(pp. 47-76)
.
2008
Persistent link: https://www.econbiz.de/10003781608
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