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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Mittnik, Stefan
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Haas, Markus
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Economics letters
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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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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Journal of economic behavior & organization : JEBO
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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
Value-at-risk prediction : a comparison of alternative strategies
Kuester, Keith
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 53-89
Persistent link: https://www.econbiz.de/10003313345
Saved in:
3
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
4
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
5
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:
6
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:
7
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:
8
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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