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type_genre:"Arbeitspapier"
~person:"Mittnik, Stefan"
~subject:"Japan"
~subject:"Labour market policy"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Mittnik, Stefan
Lechner, Michael
37
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
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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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