Stefan Mittnik

Publication Activity (10 Years)

Years Active: 2006-2014
Publications (10 Years): 0

Top Topics

Statistical Model

Database Systems

Top Venues

Comput. Stat. Data Anal.

Publications

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
Stefan Mittnik, Sandra Paterlini, Tina Yener
Modeling Operational Risk: Estimation and Effects of Dependencies. COMPSTAT (2010)
Thiemo Krink, Stefan Mittnik, Sandra Paterlini
Differential evolution and combinatorial search for constrained index-tracking. Ann. Oper. Res. 172 (1) (2009)
Markus Haas, Stefan Mittnik, Marc S. Paolella
Asymmetric multivariate normal mixture GARCH. Comput. Stat. Data Anal. 53 (6) (2009)
Christoph Hartz, Stefan Mittnik, Marc S. Paolella
Accurate value-at-risk forecasting based on the normal-GARCH model. Comput. Stat. Data Anal. 51 (4) (2006)