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Detecting asymmetries in obser...
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Mittnik, Stefan
257
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165
Račev, Svetlozar T.
158
Rachev, Svetlozar T.
125
Kurz-Kim, Jeong-Ryeol
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Paolella, Marc S.
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Kim, Young Shin
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21
Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
Saved in:
22
Financial econometrics : from basics to advanced modeling techniques
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003372047
Saved in:
23
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
Saved in:
24
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:
25
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:
26
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:
27
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
28
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:
29
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:
30
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:
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