//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Mittnik, Stefan"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Estimation
7
Schätzung
7
Deutschland
5
Estimation theory
5
Germany
5
Probability theory
5
Schätztheorie
5
Time series analysis
5
Wahrscheinlichkeitsrechnung
5
Zeitreihenanalyse
5
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Index futures
3
Index-Futures
3
Japan
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Canada
2
Exchange rate
2
Finanzpolitik
2
Fiscal policy
2
Großbritannien
2
Kanada
2
Option pricing theory
2
Optionspreistheorie
2
Public investment
2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
Statistische Verteilung
2
United Kingdom
2
Verteilungsfunktion
2
Wechselkurs
2
Öffentliche Investition
2
1970-1995
1
1992-1995
1
more ...
less ...
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
17
Working Paper
17
Graue Literatur
15
Non-commercial literature
15
Language
All
English
17
Author
All
Mittnik, Stefan
17
Račev, Svetlozar T.
9
Kurz-Kim, Jeong-Ryeol
6
Paolella, Marc S.
5
Rachev, Svetlozar T.
4
Neumann, Thorsten
2
Rieken, Sascha
2
Chenyao, David
1
Claessen, Holger
1
Doganoglu, Toker
1
Hansen, Gerd
1
Kim, Jeong-Ryeol
1
more ...
less ...
Published in...
All
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CFS Working Paper Series
23
CFS Working Paper
20
CFS working paper series
16
Studies in Nonlinear Dynamics & Econometrics
6
Economics letters
5
Economics Letters
4
Journal of econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of operational risk
4
Working Paper
4
CESifo Working Paper Series
3
Econometric reviews
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
3
Journal of Risk and Financial Management
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Applied financial economics
2
CESifo Working Paper
2
CESifo working papers
2
Computational Statistics & Data Analysis
2
Computational economics
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of financial analysis
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of Econometrics
2
Journal of Economic Dynamics and Control
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
The Oxford handbook of the macroeconomics of global warming
2
The journal of futures markets
2
Vierteljahrshefte zur Wirtschaftsforschung
2
ZEW Discussion Papers
2
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.]
1
Annals of operations research
1
Applied Financial Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
2
Testing for unit roots in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001475941
Saved in:
3
Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan
;
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001557002
Saved in:
4
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
5
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
Saved in:
6
Dynamic effects of public investment
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984424
Saved in:
7
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
8
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
9
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
10
Unit root inference in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1996
Persistent link: https://www.econbiz.de/10000955832
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->