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Mittnik, Stefan
Güth, Werner
547
Acemoglu, Daron
531
Nijkamp, Peter
525
Gersbach, Hans
491
Stiglitz, Joseph E.
474
Snower, Dennis J.
446
Pestieau, Pierre
443
Stark, Oded
407
Creedy, John
399
Pesaran, M. Hashem
393
Koskela, Erkki
391
Aizenman, Joshua
383
Frey, Bruno S.
379
Zenou, Yves
371
Heckman, James J.
364
Helpman, Elhanan
355
Cremer, Helmuth
351
Morris, Stephen
343
Tirole, Jean
342
Phillips, Peter C. B.
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334
Broll, Udo
332
Konrad, Kai A.
332
Kaplow, Louis
330
Shavell, Steven
327
Woodford, Michael
324
Batabyal, Amitrajeet A.
323
Thisse, Jacques-François
317
Bergemann, Dirk
315
Shleifer, Andrei
302
Lambertini, Luca
296
Artus, Patrick
294
Franses, Philip Hans
294
Härdle, Wolfgang
291
Buiter, Willem H.
285
Grossman, Gene M.
282
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281
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277
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276
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CFS working paper series
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Economics letters
2
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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.]
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Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Handbook of heavy tailed distributions in finance
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SFB 649 Discussion Paper
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ECONIS (ZBW)
69
EconStor
4
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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:
2
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:
3
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
4
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
5
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:
6
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
7
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:
8
Computing the probability density function of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410576
Saved in:
9
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:
10
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
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