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Forecasting quaterly German GD...
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Mittnik, Stefan
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6
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5
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5
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Journal of Economic Dynamics and Control
6
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6
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4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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The Oxford handbook of the macroeconomics of global warming
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Wirtschafts- und sozialstatistisches Archiv : eine Zeitschrift der Deutschen Statistischen Gesellschaft
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RePEc
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1
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
2
AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Messy data : missing observations, outliers, and …
,
(pp. 47-73)
.
1999
Persistent link: https://www.econbiz.de/10015390738
Saved in:
3
Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001769628
Saved in:
4
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/10001790001
Saved in:
5
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Saved in:
6
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
7
Overleveraging, financial fragility, and the banking-macro link : theory and empirical evidence
Mittnik, Stefan
;
Semmler, Willi
- In:
Macroeconomic dynamics
22
(
2018
)
1
,
pp. 4-32
Persistent link: https://www.econbiz.de/10011914950
Saved in:
8
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
9
Algorithmic optimization and its application in finance
Avdiu, Kujtim
-
2021
Persistent link: https://www.econbiz.de/10013337406
Saved in:
10
Interview mit Stefan Mittnik
Mittnik, Stefan
(
interviewee
);
Krämer, Walter
(
interviewer
)
- In:
Wirtschafts- und sozialstatistisches Archiv : eine …
17
(
2023
)
1
,
pp. 101-107
Persistent link: https://www.econbiz.de/10014327874
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