( en | de | ru )

 

Disambiguation of "Mittnik, Stefan"

Author of the publication

copydeleteadd this publication to your clipboard
Diagnosing and treating the fat tails in financial returns data

, , and . Journal of Empirical Finance, 7 (3-4): 389--416 (November 2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Stefan Mittnik

Stefan Schwärzler

Graphische Modelle im natürlichsprachlichen Mensch-Maschine-Dialog. TU München, (2010)

Stefan Weiß

Deformation quantization of principal fibre bundles and classical gauge theories. Uni Freiburg, (2009)

Stefan Tripmaker

Verhältnis und Abgrenzung zwischen Steuerhinterziehung und Betrug. Bucerius Law School Hamburg, (2007)

Stefan Kutter

Molekularer Aufbau und Translokationsmechanismus des Cag-Typ-IV-Sekretionssystems von Helicobacter pylori. Uni München, (2009)
 

Other publications of authors with the same name

Stationarity of stable power-GARCH processes, , and . Journal of Econometrics, 106 (1): 97--107 (January 2002)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models. Journal of Economic Dynamics and Control, 15 (4): 731--740 (October 1991)Diagnosing and treating the fat tails in financial returns data, , and . Journal of Empirical Finance, 7 (3-4): 389--416 (November 2000)Put-call parity and the informational efficiency of the German DAX-index options market, and . International Review of Financial Analysis, 9 (3): 259--279 (00 2000)Modeling Operational Risk: Estimation and Effects of Dependencies., , and . COMPSTAT, page 541-548. Physica-Verlag, (2010)Asymmetric multivariate normal mixture GARCH., , and . Comput. Stat. Data Anal., 53 (6): 2129-2154 (2009)Differential evolution and combinatorial search for constrained index-tracking., , and . Ann. Oper. Res., 172 (1): 153-176 (2009)Accurate value-at-risk forecasting based on the normal-GARCH model., , and . Comput. Stat. Data Anal., 51 (4): 2295-2312 (2006)Testing cointegrating coefficients in vector autoregressive error correction models, , and . Economics Letters, 58 (1): 1--5 (Jan 1, 1998)