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Disambiguation of "Mittnik, Stefan"

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Contributions to modern econometrics

, and (Eds.) Dynamic modeling in econometrics in economics and finance Kluwer Academic Publ., Dordrecht u.a., (2002)

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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 Fröhlich

Modellbasierte Fehlererkennung und Diagnose in Echtzeit am Beispiel einer Brennstoffzelle. Uni Kassel, (2009)

Stefan Tripmaker

Verhältnis und Abgrenzung zwischen Steuerhinterziehung und Betrug. Bucerius Law School Hamburg, (2007)
 

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)Diagnosing and treating the fat tails in financial returns data, , and . Journal of Empirical Finance, 7 (3-4): 389--416 (November 2000)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)Accurate value-at-risk forecasting based on the normal-GARCH model., , and . Comput. Stat. Data Anal., 51 (4): 2295-2312 (2006)Macroeconomic forecasting experience with balanced state space models. International Journal of Forecasting, 6 (3): 337--348 (October 1990)Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions, and . Journal of Econometrics, 59 (3): 319--341 (October 1993)Testing cointegrating coefficients in vector autoregressive error correction models, , and . Economics Letters, 58 (1): 1--5 (Jan 1, 1998)