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~isPartOf:"Journal of economic behavior & organization : JEBO"
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Search: person:"Mittnik, Stefan"
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Mittnik, Stefan
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Economics letters
Journal of economic behavior & organization : JEBO
Journal of empirical finance
CFS Working Paper Series
23
CFS Working Paper
20
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CFS working paper series
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Studies in Nonlinear Dynamics & Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
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Journal of Econometrics
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Journal of Economic Dynamics and Control
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The Oxford handbook of the macroeconomics of global warming
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Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
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1
VaR-implied tail-correlation matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
Saved in:
2
Regime dependence of the fiscal multiplier
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 502-522
Persistent link: https://www.econbiz.de/10009698047
Saved in:
3
Regime dependence of the fiscal multiplier
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 502-523
Persistent link: https://www.econbiz.de/10010044254
Saved in:
4
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:
5
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 389
Persistent link: https://www.econbiz.de/10007241085
Saved in:
6
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:
7
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kim, Jeong-Ryeol
;
Mittnik, Stefan
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
Saved in:
8
Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
3
,
pp. 279-284
Persistent link: https://www.econbiz.de/10001027025
Saved in:
9
The determination of the state covariance matrix of moving-average processes without computation
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
2
,
pp. 177-179
Persistent link: https://www.econbiz.de/10001027051
Saved in:
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