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Search: person:"Mittnik, Stefan"
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United States
Theorie
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31
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Mittnik, Stefan
14
Paolella, Marc S.
6
Haas, Markus
4
Semmler, Willi
4
Chiarella, Carl
2
Corsi, Fulvio
2
Pigorsch, Christian
2
Ernst, Ekkehard
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Kretschmer, Uta
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Pirgorsch, Uta
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CFS working paper series
5
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
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
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Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Handbook of heavy tailed distributions in finance
1
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1
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ECONIS (ZBW)
14
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1
Interaction of labour and credit market in growth regimes : a theoretical and empirical analysis
Ernst, Ekkehard
;
Mittnik, Stefan
;
Semmler, Willi
- In:
Economic notes : economic review of Banca Monte dei …
45
(
2016
)
3
,
pp. 393-422
Persistent link: https://www.econbiz.de/10011667972
Saved in:
2
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
3
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
4
Estimating a banking-macro model using a multi-regime VAR
Mittnik, Stefan
;
Semmler, Willi
- In:
Advances in non-linear economic modeling : theory and …
,
(pp. 3-40)
.
2014
Persistent link: https://www.econbiz.de/10010251591
Saved in:
5
The volatility of realized volatility
Corsi, Fulvio
;
Kretschmer, Uta
;
Mittnik, Stefan
; …
-
2005
Persistent link: https://www.econbiz.de/10003351594
Saved in:
6
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
Saved in:
7
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
8
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/10003761214
Saved in:
9
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:
10
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
1
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