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Theory
Theorie
178
Statistische Verteilung
91
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88
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71
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69
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171
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Račev, Svetlozar T.
84
Mittnik, Stefan
74
Paolella, Marc S.
46
Fabozzi, Frank J.
42
Semmler, Willi
14
Stoyanov, Stoyan V.
12
Kim, Young Shin
10
Polak, Pawel
10
Haas, Markus
9
Kurz-Kim, Jeong-Ryeol
9
Rachev, Svetlozar T.
6
Schwartz, Eduardo S.
6
Bianchi, Michele Leonardo
5
Ortobelli, Sergio
5
Walker, Patrick S.
5
Claessen, Holger
4
Giacometti, Rosella
4
Broda, Simon A.
3
Butler, Ronald W.
3
Höchstötter, Markus
3
Kato, Mika
3
Racheva-Iotova, Boryana
3
Samaan, Daniel
3
Shirvani, Abootaleb
3
Biglova, Almira
2
Carstensen, Kai
2
Chiarella, Carl
2
D'Addona, Stefano
2
Doganoglu, Toker
2
Güner, Biliana
2
Haider, Alexander
2
Hansen, Gerd
2
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2
Marinelli, Carlo
2
Menn, Christian
2
Mignacca, Domenico
2
Neumann, Thorsten
2
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2
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2
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2
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
20
CFS working paper series
13
Working paper series in economics
9
Research paper series / Swiss Finance Institute
8
Handbook of heavy tailed distributions in finance
6
Swiss Finance Institute Research Paper
6
Econometrics : open access journal
4
International journal of theoretical and applied finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Valuation, financial modeling, and quantitative tools
4
Annals of operations research
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Risk assessment : decisions in banking and finance
3
Applied financial economics
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
2
Econometric reviews
2
Econometric theory
2
Economics letters
2
Energy economics
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of empirical finance
2
The Oxford handbook of the macroeconomics of global warming
2
The journal of investing
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
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of financial economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
1
Contributions to Economics
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Discussion paper / Deutsche Bundesbank
1
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1
Dynamic modeling and econometrics in economics and finance
1
Dynamic optimization in environmental economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic dynamics : theory, games and empirical studies
1
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ECONIS (ZBW)
171
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1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
3
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
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
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:
6
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:
7
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
Saved in:
8
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
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
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
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