Stefan Mittnik

According to our database, Stefan Mittnik authored at least 5 papers between 2006 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

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

Comput. Stat. Data Anal., 2014

2010

Modeling Operational Risk: Estimation and Effects of Dependencies.

Stefan Mittnik, Sandra Paterlini, Tina Yener

Proceedings of the 19th International Conference on Computational Statistics, 2010

2009

Asymmetric multivariate normal mixture GARCH.

Markus Haas, Stefan Mittnik, Marc S. Paolella

Comput. Stat. Data Anal., 2009

Differential evolution and combinatorial search for constrained index-tracking.

Thiemo Krink, Stefan Mittnik, Sandra Paterlini

Ann. Oper. Res., 2009

2006

Accurate value-at-risk forecasting based on the normal-GARCH model.

Christoph Hartz, Stefan Mittnik, Marc S. Paolella

Comput. Stat. Data Anal., 2006