Stefan Mittnik

According to our database1, Stefan Mittnik authored at least 5 papers between 2006 and 2014.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2014
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.
Comput. Stat. Data Anal., 2014

2010
Modeling Operational Risk: Estimation and Effects of Dependencies.
Proceedings of the 19th International Conference on Computational Statistics, 2010

2009
Asymmetric multivariate normal mixture GARCH.
Comput. Stat. Data Anal., 2009

Differential evolution and combinatorial search for constrained index-tracking.
Ann. Oper. Res., 2009

2006
Accurate value-at-risk forecasting based on the normal-GARCH model.
Comput. Stat. Data Anal., 2006


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