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person:"Paolella, Marc S."
subject:"Japan"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~person:"Neumann, Thorsten"
~subject:"Deutschland"
~subject:"Theory"
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Paolella, Marc S.
Neumann, Thorsten
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CFS working paper series
6
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
2
Annals of financial economics
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Asia-Pacific financial markets
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Economic inquiry : journal of the Western Economic Association International
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Handbook of heavy tailed distributions in finance
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Risk assessment : decisions in banking and finance
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ECONIS (ZBW)
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Generalized impulse responses of vector autoregressions with time-varying coefficients
Neumann, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10001598268
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2
Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan
;
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001557002
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3
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
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4
Dynamic effects of public investment
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984424
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5
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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6
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
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