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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Mittnik, Stefan"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Article
6
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Article in journal
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Mittnik, Stefan
Phillips, Peter C. B.
Gallant, A. Ronald
11
Garcia, René
10
Ghysels, Eric
10
Gouriéroux, Christian
9
Almeida, Caio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
68
Econometric theory
67
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
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2
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Journal of financial econometrics
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International journal of theoretical and applied finance
1
International review of financial analysis
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Investigación económica : revista de la Faculdad de Economía de la Universidad Nacional Autónoma de México
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ECONIS (ZBW)
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Homage to Halbert White
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 618-619
Persistent link: https://www.econbiz.de/10010512289
Saved in:
3
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:
4
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:
5
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:
6
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
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