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USA
Theorie
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Mittnik, Stefan
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Paterlini, Sandra
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Bax, Karoline
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Bonaccolto, Giovanni
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Chiarella, Carl
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Corsi, Fulvio
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CFS working paper series
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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
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Corporate social responsibility and environmental management
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Handbook of heavy tailed distributions in finance
1
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Essays in risk and asset management
Kremer, Philipp J.
-
2017
Persistent link: https://www.econbiz.de/10011914203
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2
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? : empirical evidence from Europe and the United States
Bax, Karoline
;
Bonaccolto, Giovanni
;
Paterlini, Sandra
- In:
Corporate social responsibility and environmental management
30
(
2023
)
3
,
pp. 1406-1420
Persistent link: https://www.econbiz.de/10014325517
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3
Alternative methods for multivariate time series analysis with applications to US money-output data
Mittnik, Stefan
-
1987
Persistent link: https://www.econbiz.de/10000775562
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4
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:
5
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
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
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:
8
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:
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
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
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