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Mittnik, Stefan
257
Mizrach, Bruce
151
Mizrach, Bruce Marshall
97
Haas, Markus
85
Paolella, Marc S.
63
Semmler, Willi
37
Račev, Svetlozar T.
23
Neely, Christopher J.
20
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16
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10
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10
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9
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9
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9
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9
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8
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8
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8
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7
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7
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7
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7
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7
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7
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6
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5
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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531
The real consequences of financial stress
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic dynamics & control
37
(
2013
)
8
,
pp. 1479-1499
Persistent link: https://www.econbiz.de/10010138075
Saved in:
532
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:
533
Algemene nabestaandenwet - Arbeidsongeschikt in de zin van de Anw; onvoldoende aanleiding om te twijfelen aan de conclusies van de verzekeringsarts en de arbeidsdeskundige met betrekking tot de vaststelling van de mate van arbeidsongeschiktheid van betrokkene op de datum van het overlijden van haar echtgenoot (07/2185 en 2308 ANW)
Krink, Thiemo
;
Mittnik, Stefan
;
Paterlini, Sandra
- In:
Sociale verzekering : Documentatie-orgaan van de …
54
(
2009
)
16
,
pp. 18-18
Persistent link: https://www.econbiz.de/10008343148
Saved in:
534
The Volatility of Realized Volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10007993920
Saved in:
535
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-280
Persistent link: https://www.econbiz.de/10007176450
Saved in:
536
Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan
;
Rachev, Svetlozar T.
;
Kim, Jeong-Ryeol
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10006993040
Saved in:
537
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:
538
Estimating operational risk capital for correlated, rare events
Mittnik, Stefan
;
Yener, Stefan
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 29-51
Persistent link: https://www.econbiz.de/10009911440
Saved in:
539
Regime dependence of the fiscal multiplier
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 502-523
Persistent link: https://www.econbiz.de/10010044254
Saved in:
540
Detecting asymmetries in observed linear time series and unobserved disturbances
Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Rachev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10009949704
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