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~person:"Mittnik, Stefan"
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Mittnik, Stefan
Brady, Michael Emmett
88
Fabozzi, Frank J.
55
Dijk, Herman K. van
54
Račev, Svetlozar T.
51
Härdle, Wolfgang
47
Ravazzolo, Francesco
45
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43
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36
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34
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33
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31
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30
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29
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29
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28
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28
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26
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26
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26
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25
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25
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25
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24
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24
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24
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24
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22
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22
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22
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22
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21
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21
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
6
CFS working paper series
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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1
Asia-Pacific financial markets
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
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ECONIS (ZBW)
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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:
2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
3
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
4
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Saved in:
5
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
6
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
7
Computing the probability density function of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410576
Saved in:
8
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
9
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
Saved in:
10
Modeling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003351512
Saved in:
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