//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modelling and predicting marke...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
36
Theory
36
ARCH model
23
ARCH-Modell
23
Estimation
19
Schätzung
19
Statistical distribution
17
Statistische Verteilung
17
Volatility
16
Volatilität
16
Estimation theory
14
Schätztheorie
14
Risikomaß
12
Risk measure
12
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Portfolio selection
11
Portfolio-Management
11
Prognoseverfahren
11
Time series analysis
9
Zeitreihenanalyse
9
GARCH
8
Börsenkurs
7
Markov chain
7
Markov-Kette
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Deutschland
6
Germany
6
USA
5
United States
5
VAR model
5
VAR-Modell
5
Correlation
4
Geldpolitik
4
Index futures
4
more ...
less ...
Online availability
All
Undetermined
18
Free
9
Type of publication
All
Article
73
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
82
Article in journal
74
Arbeitspapier
64
Graue Literatur
64
Non-commercial literature
64
Aufsatz im Buch
16
Book section
16
Hochschulschrift
13
Thesis
7
Article
6
Collection of articles of several authors
2
Collection of articles written by one author
2
Conference Paper
2
Sammelwerk
2
Sammlung
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Dissertation u.a. Prüfungsschriften
1
Interview
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
71
German
3
Author
All
Mittnik, Stefan
48
Paolella, Marc S.
28
Haas, Markus
12
Semmler, Willi
8
Polak, Pawel
6
Račev, Svetlozar T.
6
Krause, Jochen
3
Kurz-Kim, Jeong-Ryeol
3
Broda, Simon A.
2
Kim, Young Shin
2
Neumann, Thorsten
2
Paterlini, Sandra
2
Rachev, Svetlozar T.
2
Rieken, Sascha
2
Robinzonov, Nikolay
2
Steude, Sven Christian
2
Vomfelde, Werner
2
Walker, Patrick S.
2
Bailey, Jason Robert
1
Broda, Simon
1
Carstensen, Kai
1
Chappe, Raphaele
1
Chiarella, Carl
1
Claessen, Holger
1
Corsi, Fulvio
1
Doganoglu, Toker
1
Ergashev, Bakhodir
1
Ernst, Ekkehard
1
Fabozzi, Frank J.
1
Fink, Holger Maria
1
Ghilarducci, Teresa
1
Haider, Alexander
1
Hansen, Gerd
1
Hartz, Christoph
1
Hediger, Simon
1
Krink, Thiemo
1
Krämer, Walter
1
Kuester, Keith
1
Lauria, Davide
1
Lee, Jaesung
1
more ...
less ...
Published in...
All
Journal of econometrics
7
Econometrics : open access journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Economics letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric reviews
3
Journal of banking & finance
3
Journal of risk and financial management : JRFM
3
The journal of operational risk
3
Annals of financial economics
2
Finance research letters
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of economic dynamics & control
2
The European journal of finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of operations research
1
Applied economics letters
1
Applied economics quarterly
1
Applied financial economics
1
Asia-Pacific financial markets
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
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
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Ifo-Schnelldienst
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Investigación económica : revista de la Faculdad de Economía de la Universidad Nacional Autónoma de México
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of forecasting
1
Macroeconomic dynamics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Vierteljahrshefte zur Wirtschaftsforschung
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
3
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
4
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
5
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
6
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:
7
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:
8
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:
9
Value-at-risk prediction : a comparison of alternative strategies
Kuester, Keith
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 53-89
Persistent link: https://www.econbiz.de/10003313345
Saved in:
10
Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts
Haas, Markus
;
Mittnik, Stefan
;
Mizrach, Bruce Marshall
- In:
Journal of financial stability
2
(
2006
)
1
,
pp. 28-54
Persistent link: https://www.econbiz.de/10003779112
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->