Mittnik, Stefan.
Mittnik, S.
Mittnik, Stefan 1954-
Mittnik, S. (Stefan)
Stefan Mittnik économiste allemand
VIAF ID: 11066887 ( Personal )
Permalink: http://viaf.org/viaf/11066887
Preferred Forms
- 100 1 _ ‡a Mittnik, S.
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- 100 1 0 ‡a Mittnik, S.
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- 100 1 _ ‡a Mittnik, Stefan
- 100 1 _ ‡a Mittnik, Stefan
- 100 1 _ ‡a Mittnik, Stefan
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- 100 1 _ ‡a Mittnik, Stefan ‡d 1954-
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- 100 0 _ ‡a Stefan Mittnik ‡c économiste allemand
4xx's: Alternate Name Forms (9)
5xx's: Related Names (3)
- 510 2 _ ‡a Center for Financial Studies ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Christian-Albrechts-Universität zu Kiel ‡b Institut für Statistik und Ökonometrie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Ludwig-Maximilians-Universität München ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Accurate value-at-risk forecast with the (good) old normal-GARCH model | |
Algorithmic optimization and its application in finance | |
Contributions to modern econometrics from data analysis to economic policy | |
Dynamic effects of public investment | |
Financial Econometrics From Basics to Advanced Modeling Techniques | |
Forecasting quarterly German GDP at monthly intervals using monthly Ifo business conditions data presented at CESifo Conference "Academic Use of Ifo Survey Data", December 2003 | |
Forecasting stock market volatility and the informational efficiency of the DAX-index options market | |
Induktive Statistik | |
micro dynamics of macro announcements | |
Mixed normal conditional heteroskedasticity | |
Modeling and predicting market risk with Laplace-Gaussian mixture distributions | |
Multivariate normal mixture GARCH | |
Multivariate regime switching GARCH with an application to international stock markets | |
Overleveraging, financial fragility and the banking-macro link theory and empirical evidence | |
Prediction of financial downside-risk with heavy-tailed conditional distributions | |
Stable Paretian models in finance | |
Stationarity of stable GARCH processes | |
Stock market, interest rate and output a model and estimation for US time series data | |
System-theoretic methods in economic modelling | |
Testing for unit roots in the presence of infinite variance disturbances | |
Time series evidence on the non-linearity hypothesis for public spending | |
Unconditional and conditional distributional models for the Nikkei index |