Stefan Mittnik

Stefan Mittnik

Ludwig Maximilians Universität München - Munich / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1761856
Ludwig Maximilian University of Munich
person_outline Stefan Mittnik's MOST POPULAR ARTICLES
1-) Stable Paretian models in financeST Rachev, S MittnikWiley, 200011452000
2-) Value-at-risk prediction: A comparison of alternative strategiesK Kuester, S Mittnik, MS PaolellaJournal of Financial Econometrics 4 (1), 53-89, 20068142006
3-) A new approach to Markov-switching GARCH modelsM Haas, S Mittnik, MS PaolellaJournal of financial econometrics 2 (4), 493-530, 20045962004
4-) The volatility of realized volatilityF Corsi, S Mittnik, C Pigorsch, U PigorschEconometric Reviews 27 (1-3), 46-78, 20085262008
5-) Modeling asset returns with alternative stable distributionsS Mittnik, ST RachevEconometric reviews 12 (3), 261-330, 19934591993