( en | de | ru )

 

Disambiguation of "Mittnik, Stefan"

Author of the publication

copydeleteadd this publication to your clipboard
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)

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 Reisbacher

Funktionelle Analyse von Cryptochrom 3 aus Arabidopsis thaliana. Uni Marburg, (2009)

Stefan Padberg

Der Einsatz des Internets im Geographieunterricht: Meinungsbilder und Unterrichtsbeobachtungen. Uni Köln, (2009)
 

Other publications of authors with the same name

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)Stationarity of stable power-GARCH processes, , and . Journal of Econometrics, 106 (1): 97--107 (January 2002)Modeling Operational Risk: Estimation and Effects of Dependencies., , and . COMPSTAT, page 541-548. Physica-Verlag, (2010)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)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)Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions, and . Journal of Econometrics, 59 (3): 319--341 (October 1993)Accurate value-at-risk forecasting based on the normal-GARCH model., , and . Comput. Stat. Data Anal., 51 (4): 2295-2312 (2006)The determination of the state covariance matrix of moving-average processes without computation. Economics Letters, 23 (2): 177--179 (1987)Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes. Economics Letters, 23 (3): 279--284 (1987)