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ARCH model
Theorie
116
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112
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52
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42
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39
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32
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29
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28
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11
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English
28
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Mittnik, Stefan
28
Paolella, Marc S.
15
Haas, Markus
10
Račev, Svetlozar T.
4
Claessen, Holger
3
Mizrach, Bruce Marshall
3
Corsi, Fulvio
2
Pigorsch, Christian
2
Fuest, Andreas
1
Hartz, Christoph
1
Kim, Young Shin
1
Kretschmer, Uta
1
Peng, Cheng
1
Pirgorsch, Uta
1
Rachev, Svetlozar T.
1
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1
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CFS working paper series
12
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric reviews
1
Handbook of heavy tailed distributions in finance
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Series in financial economics and quantitative analysis
1
The European journal of finance
1
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ECONIS (ZBW)
28
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Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
2
Stable paretian models in finance
Račev, Svetlozar T.
;
Mittnik, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001354951
Saved in:
3
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
4
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
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
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001718828
Saved in:
7
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
Saved in:
8
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
9
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:
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
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