Similar Search Results - EconBiz

A Bayesian approach to extreme value estimation in operational risk modeling

Ergashev, Bakhodir; Mittnik, Stefan; Sekeris, Evan - In: The journal of operational risk 8 (2013/14) 4, pp. 55-81

Persistent link: https://www.econbiz.de/10010388210

Forecasting quaterly German GDP at mothly intervals using monthly ifo business conditions data

Mittnik, Stefan; Zadrozny, Peter A. - In: Ifo survey data in business cycle and monetary policy …, (pp. 19-48). 2004

Persistent link: https://www.econbiz.de/10002391298

Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", december 2003

Mittnik, Stefan; Zadrozny, Peter A. - 2004

The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...

Persistent link: https://www.econbiz.de/10002104553

Testing for structural breaks in time series regressions with heavy-tailed disturbances

Mittnik, Stefan; Račev, Svetlozar T.; Samorodnitsky, … - In: Datamining und computational finance : Ergebnisse des …, (pp. 115-142). 2000

Persistent link: https://www.econbiz.de/10001484303

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

Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets

Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424

Persistent link: https://www.econbiz.de/10001500108

Forecasting stock market volatility and the informational efficiency of the DAX-index options market

Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321

Persistent link: https://www.econbiz.de/10001704471

Forecasting stock market volatility and the informational efficiency of the DAX-index options market

Claessen, Holger; Mittnik, Stefan - 2002

Persistent link: https://www.econbiz.de/10001718828

Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]

Klein, Ingo (ed.); Hansen, Gerd (honouree); … - 2002

Persistent link: https://www.econbiz.de/10001715684

Stock market, interest rate and output : a model and estimation for US time series data

Chiarella, Carl; Mittnik, Stefan; Semmler, Willi; Zhu, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1

Persistent link: https://www.econbiz.de/10001790001

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