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Theory
Theorie
165
Statistische Verteilung
79
Statistical distribution
76
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67
Portfolio selection
66
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66
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65
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English
158
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Račev, Svetlozar T.
73
Mittnik, Stefan
69
Paolella, Marc S.
45
Fabozzi, Frank J.
36
Kim, Young Shin
13
Rachev, Svetlozar T.
11
Semmler, Willi
11
Haas, Markus
10
Stoyanov, Stoyan V.
10
Polak, Pawel
9
Kurz-Kim, Jeong-Ryeol
8
Schwartz, Eduardo S.
6
Bianchi, Michele Leonardo
4
Broda, Simon A.
4
Claessen, Holger
4
Ortobelli, Sergio
4
Butler, Ronald W.
3
Walker, Patrick S.
3
Biglova, Almira
2
Carstensen, Kai
2
Chiarella, Carl
2
Doganoglu, Toker
2
Giacometti, Rosella
2
Haider, Alexander
2
Hansen, Gerd
2
Hediger, Simon
2
Höchstötter, Markus
2
Kanamura, Takashi
2
Klein, Ingo
2
Krause, Jochen
2
Menn, Christian
2
Mignacca, Domenico
2
Neumann, Thorsten
2
Näf, Jeffrey
2
Rieken, Sascha
2
Safari, Amir
2
Samorodnitsky, Gennady
2
Seese, Detlef G.
2
Shao, Barret Pengyuan
2
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2
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
19
CFS working paper series
12
Working paper series in economics
9
Research paper series / Swiss Finance Institute
8
Handbook of heavy tailed distributions in finance
6
Swiss Finance Institute Research Paper
6
International journal of theoretical and applied finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Valuation, financial modeling, and quantitative tools
4
Annals of operations research
3
Econometrics : open access journal
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Applied financial economics
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
2
Econometric reviews
2
Econometric theory
2
Economics letters
2
Energy economics
2
Journal of banking & finance
2
Journal of empirical finance
2
Risk assessment : decisions in banking and finance
2
The journal of investing
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
Annals of financial economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Deutsche Bundesbank
1
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1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Dynamic optimization in environmental economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic dynamics : theory, games and empirical studies
1
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ECONIS (ZBW)
158
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158
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1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
3
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
4
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:
5
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:
6
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
Saved in:
7
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
8
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
Saved in:
9
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
Saved in:
10
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
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