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Prediction of Financial Downsi...
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Theorie
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Mittnik, Stefan
74
Paolella, Marc S.
46
Račev, Svetlozar T.
17
Semmler, Willi
14
Polak, Pawel
10
Haas, Markus
9
Kurz-Kim, Jeong-Ryeol
8
Walker, Patrick S.
5
Claessen, Holger
4
Broda, Simon A.
3
Butler, Ronald W.
3
Kato, Mika
3
Samaan, Daniel
3
Carstensen, Kai
2
Chiarella, Carl
2
Doganoglu, Toker
2
Haider, Alexander
2
Hansen, Gerd
2
Neumann, Thorsten
2
Rachev, Svetlozar T.
2
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2
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1
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1
Kurz, Malte S.
1
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1
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1
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1
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1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
20
CFS working paper series
13
Research paper series / Swiss Finance Institute
8
Swiss Finance Institute Research Paper
6
Econometrics : open access journal
4
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3
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
2
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2
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Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Oxford handbook of the macroeconomics of global warming
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
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1
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Asia-Pacific financial markets
1
Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Diskussionsarbeit
1
Dynamic modeling and econometrics in economics and finance
1
Dynamic optimization in environmental economics
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
Economic inquiry : journal of the Western Economic Association International
1
Handbook of heavy tailed distributions in finance
1
IMF working papers
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
Macroeconomic dynamics
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
SFB 649 discussion paper
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Series in financial economics and quantitative analysis
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ECONIS (ZBW)
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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
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
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
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
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:
9
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:
10
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
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