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Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
2
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
3
Gradualism, transparency and improved operational framework : a look at the overnight volatility transmission
Colarossi, Silvio
(
contributor
);
Zaghini, Andrea
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003448537
Saved in:
4
Multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003351679
Saved in:
5
Accurate Value-at-Risk forecast with the (good old) normal-GARCH model
Hartz, Christoph
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003446373
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
7
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350800
Saved in:
8
The volatility of realized volatility
Corsi, Fulvio
;
Kretschmer, Uta
;
Mittnik, Stefan
; …
-
2005
Persistent link: https://www.econbiz.de/10003351594
Saved in:
9
Assessing central bank credibility during the EMS crises : comparing option and spot market-based forecasts
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003025694
Saved in:
10
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
Saved in:
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