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Mittnik, Stefan
19
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8
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4
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Journal of econometrics
3
Journal of banking & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Applied economics quarterly
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International review of financial analysis
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Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
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OLC EcoSci
RePEc
714
ECONIS (ZBW)
207
EconStor
28
USB Cologne (business full texts)
8
USB Cologne (EcoSocSci)
5
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Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker
;
Hartz, Christoph
;
Mittnik, Stefan
- In:
Computational economics
29
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10007721062
Saved in:
2
Modelling and predicting market risk with Laplace–Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145
Persistent link: https://www.econbiz.de/10007629952
Saved in:
3
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 389
Persistent link: https://www.econbiz.de/10007241085
Saved in:
4
Stationarity of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10006770265
Saved in:
5
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10010063356
Saved in:
6
An econometric analysis of emission allowance prices
Paolella, Marc S.
;
Taschini, Luca
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2022-2032
Persistent link: https://www.econbiz.de/10008099636
Saved in:
7
An econometric analysis of emission allowance prices
Paolella, Marc S.
;
Taschini, Luca
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2022-2033
Persistent link: https://www.econbiz.de/10008897710
Saved in:
8
Modeling Higher Frequency Macroeconomic Data: An Application to German Monthly Money Demand
Paolella, Marc S.
- In:
Applied economics quarterly
50
(
2004
)
2
,
pp. 113-138
Persistent link: https://www.econbiz.de/10007443504
Saved in:
9
Theory and Methods - Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios
Butler, Ronald W.
;
Paolella, Marc S.
- In:
Journal of the American Statistical Association : JASA
97
(
2002
)
459
,
pp. 836-846
Persistent link: https://www.econbiz.de/10006615678
Saved in:
10
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kim, Jeong-Ryeol
;
Mittnik, Stefan
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
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