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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
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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
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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
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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
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Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan - In: Econometric theory 14 (1998) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10001245314
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Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 131-143
Persistent link: https://www.econbiz.de/10001769628
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000985609
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A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10001410592
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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