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85
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37
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22
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17
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221
Time-series evidence on the nonlinearity hypothesis for public spending
Mittnik, Stefan
;
Neumann, Thorsten
- In:
Economic inquiry : journal of the Western Economic …
41
(
2003
)
4
,
pp. 565-573
Persistent link: https://www.econbiz.de/10001827148
Saved in:
222
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
223
Dynamic effects of public investment : vector autoregressive evidence form six industrialized countries
Mittnik, Stefan
;
Neumann, Thorsten
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
2
,
pp. 429-446
Persistent link: https://www.econbiz.de/10001579918
Saved in:
224
Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan
;
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001557002
Saved in:
225
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. 259-279
Persistent link: https://www.econbiz.de/10001543516
Saved in:
226
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
Saved in:
227
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
Saved in:
228
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
Saved in:
229
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
230
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Saved in:
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