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Search: person:"Mittnik, Stefan"
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19
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3
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Mittnik, Stefan
19
Rachev, Svetlozar T.
4
Kim, Jeong-Ryeol
3
Paolella, Marc S.
3
Semmler, Willi
3
Rieken, Sascha
2
Braun, Phillip A.
1
Chiarella, Carl
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Corsi, Fulvio
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Doganoglu, Toker
1
Haas, Markus
1
Hansen, Gerd
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Hartz, Christoph
1
Krink, Thiemo
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Neumann, Thorsten
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Paterlini, Sandra
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Pigorsch, Christian
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Rachev, Svetlozar
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Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied financial economics
1
Computational economics
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of financial analysis
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
1
The journal of futures markets
1
The journal of operational risk
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OLC EcoSci
ECONIS (ZBW)
143
RePEc
67
EconStor
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USB Cologne (business full texts)
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1
Estimating operational risk capital for correlated, rare events
Mittnik, Stefan
;
Yener, Stefan
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 29-51
Persistent link: https://www.econbiz.de/10009911440
Saved in:
2
The real consequences of financial stress
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic dynamics & control
37
(
2013
)
8
,
pp. 1479-1499
Persistent link: https://www.econbiz.de/10010138075
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
Algemene nabestaandenwet - Arbeidsongeschikt in de zin van de Anw; onvoldoende aanleiding om te twijfelen aan de conclusies van de verzekeringsarts en de arbeidsdeskundige met betr...
Krink, Thiemo
;
Mittnik, Stefan
;
Paterlini, Sandra
- In:
Sociale verzekering : Documentatie-orgaan van de …
54
(
2009
)
16
,
pp. 18-18
Persistent link: https://www.econbiz.de/10008343148
Saved in:
5
The Volatility of Realized Volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10007993920
Saved in:
6
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker
;
Hartz, Christoph
;
Mittnik, Stefan
- In:
Computational economics
29
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10007721062
Saved in:
7
Modelling and predicting market risk with Laplace–Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145
Persistent link: https://www.econbiz.de/10007629952
Saved in:
8
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev, Svetlozar
;
Schwartz, Eduardo
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10006561472
Saved in:
9
Stock market, interest rate and output : a model and estimation for US time series data
Chiarella, Carl
;
Mittnik, Stefan
;
Semmler, Willi
;
Zhu, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
1
Persistent link: https://www.econbiz.de/10009949769
Saved in:
10
Stationarity of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10006770265
Saved in:
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