| 187 |
Fulvio Corsi,
Uta Kretschmer,
Stefan Mittnik,
Christian Pigorsch
|
The Volatility of Realized Volatility
|
Risk Management
|
2005 |
|
| 270 |
Stefan Mittnik,
Tina Yener
|
Value-at-Risk and Expected Shortfall for Rare Events
|
Risk Management
|
2008 |
|
| 263 |
Markus Haas,
Stefan Mittnik,
Mark S. Paolella
|
Asymmetric Multivariate Normal Mixture GARCH
|
Risk Management
|
2008 |
|
| 264 |
Markus Haas,
Stefan Mittnik
|
Multivariate Regime–Switching GARCH with an Application to International Stock Markets
|
Risk Management
|
2008 |
|
| 211 |
Toker Doganoglu,
Christoph Hartz,
Stefan Mittnik
|
Portfolio Optimization when Risk Factors are Conditionally Varying and Heavy Tailed
|
Risk Management
|
2006 |
|
| 210 |
Christoph Hartz,
Stefan Mittnik,
Marc S. Paolella
|
Accurate Value-at-Risk Forecast with the (good) old Normal-GARCH Model
|
Risk Management
|
2006 |
|
| 74 |
Stefan Mittnik,
Markus Haas,
Marc S. Paolella
|
Mixed Normal Conditional Heteroskedasticity
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 68 |
Holger Claessen,
Stefan Mittnik
|
Forecasting Stock Market Volatility and the Informational Efficiency of the DAX-index Options Market
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 85 |
Stefan Mittnik,
Marc S. Paolella
|
Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
|
Risk Management
|
2003 |
|
| 165 |
Markus Haas,
Stefan Mittnik,
Marc S. Paolella
|
Modeling and Predicting Market Risk With Laplace-Gaussian Mixture Distributions
|
Risk Management
|
2005 |
|
| 163 |
Markus Haas,
Stefan Mittnik,
Bruce Mizrach
|
Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts
|
Risk Management
|
2005 |
|
| 196 |
Markus Haas,
Stefan Mittnik,
Marc S. Paolella
|
Multivariate Normal Mixture GARCH
|
Risk Management
|
2006 |
|
| 426 |
Stefan Mittnik
|
VaR-implied Tail-correlation Matrices
|
Trading and Pricing in Financial Markets
|
2013 |
|