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S

Stefan Mittnik

University of Munich

32H指数
189论文数
4.6K被引数
收录论文 11
发表时间
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Stock market volatility: Identifying major drivers and the nature of their impact
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-09-01
err75
PREAI
errMittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin
err分享
err收藏
Quanto option pricing in the presence of fat tails and asymmetric dependence
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err25
errOAAI
errKim, Young Shin; Lee, Jaesung; Mittnik, Stefan; Park, Jiho
err分享
err收藏
Differential evolution and combinatorial search for constrained index-tracking
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2009-07-16
err62
errOAAI
errKrink, Thiemo; Mittnik, Stefan; Paterlini, Sandra
err分享
err收藏
FORECASTING WITH BALANCED STATE-SPACE REPRESENTATIONS OF MULTIVARIATE DISTRIBUTED LAG MODELS
errJOURNAL OF FORECASTING
IF2.7
err2006-12-27
err10
PREAI
errMITTNIK, S
err分享
err收藏
Multi-faceted effects of positive incidents on stress system functioning in a patient with systemic lupus erythematosus
errSTRESS AND HEALTH
IF2.7
err2006-01-01
err14
PREAI
errSchubert, Christian; Noisternig, Bianca; Fuchs, Dietmar; Koenig, Paul; Chamson, Emil; Mittnik, Stefan; Schuessler, Gerhard; Geser, Willi
err分享
err收藏
Stationarity of stable power-GARCH processes稳定幂-GARCH过程的平稳性
errJOURNAL OF ECONOMETRICS
IF4
err2002-01-01
err47
PREAI
errMittnik, S; Paotella, MS; Rachev, ST
err分享
err收藏
Conditional density and value-at-risk prediction of Asian currency exchange rates
errJOURNAL OF FORECASTING
IF2.7
err2000-01-01
err108
PREAI
errMittnik, S; Paolella, MS
err分享
err收藏
MISSPECIFICATIONS IN VECTOR AUTOREGRESSIONS AND THEIR EFFECTS ON IMPULSE RESPONSES AND VARIANCE DECOMPOSITIONS
errJOURNAL OF ECONOMETRICS
IF4
err1993-10-01
err56
PREAI
errBRAUN, PA; MITTNIK, S
err分享
err收藏
ASYMPTOTIC DISTRIBUTIONS OF IMPULSE RESPONSES, STEP RESPONSES, AND VARIANCE DECOMPOSITIONS OF ESTIMATED LINEAR DYNAMIC-MODELS估计的线性动态模型的冲动响应，阶跃响应和方差分解的渐近分布
errECONOMETRICA
IF7.1
err1993-07-01
err32
PREAI
errMITTNIK, S; ZADROZNY, PA
err分享
err收藏
MACROECONOMIC FORECASTING EXPERIENCE WITH BALANCED STATE-SPACE MODELS
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err1990-10-01
err5
PREAI
errMITTNIK, S
err分享
err收藏
MACROECONOMIC DYNAMICS AND ECONOMETRIC MODELING
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err1987-06-01
err0
PREAI
errMITTNIK, S
err分享
err收藏

研究方向

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合作学者
合作期刊
D
Dietmar Fuchs
H 指数: 100 · 论文数: 1.3K
S
Svetlozar T. Rachev
H 指数: 47 · 论文数: 432
P
Paul König
H 指数: 33 · 论文数: 145
C
Christian Schubert
H 指数: 27 · 论文数: 134
T
Thiemo Krink
H 指数: 25 · 论文数: 48
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