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~person:"Mittnik, Stefan"
~subject:"Statistical distribution"
~subject:"Volatilität"
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Statistical distribution
Volatilität
Theorie
73
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69
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27
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25
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21
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19
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Mittnik, Stefan
Bollerslev, Tim
79
Diebold, Francis X.
66
Härdle, Wolfgang
64
McAleer, Michael
62
Lux, Thomas
57
Koopman, Siem Jan
49
Andersen, Torben
46
Lucas, André
38
Hautsch, Nikolaus
37
Dijk, Herman K. van
35
Fabozzi, Frank J.
35
Caporin, Massimiliano
34
Ravazzolo, Francesco
34
Aizenman, Joshua
33
Chiarella, Carl
32
Fernández-Villaverde, Jesús
32
Gupta, Rangan
32
Bekaert, Geert
30
Herwartz, Helmut
30
Pierdzioch, Christian
30
Račev, Svetlozar T.
30
Asai, Manabu
28
Paolella, Marc S.
27
Swanson, Norman R.
27
Todorov, Viktor
27
Clark, Todd E.
26
Opschoor, Anne
26
Hafner, Christian M.
25
Schlag, Christian
25
Aït-Sahalia, Yacine
24
Christoffersen, Peter F.
24
Ghysels, Eric
24
Giglio, Stefano
24
Hallin, Marc
24
Meddahi, Nour
24
Andersen, Torben G.
23
Yu, Jun
23
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21
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21
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CFS working paper series
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
CFS Working Paper
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied financial economics
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Handbook of heavy tailed distributions in finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
The European journal of finance
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ECONIS (ZBW)
25
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2
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
2
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:
3
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
4
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
5
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001718828
Saved in:
6
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev{{}}, Svetlozar
;
Schwartz, Eduardo S.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001650467
Saved in:
7
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
Saved in:
8
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
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
Testing for structural breaks in time series regressions with heavy-tailed disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Samorodnitsky, …
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 115-142)
.
2000
Persistent link: https://www.econbiz.de/10001484303
Saved in:
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