Accurate value-at-risk forecasting based on the normal-GARCH model. - Christoph Hartz; Stefan Mittnik; Marc S. Paolella (Comput. Stat. Data Anal., 2006)

Differential evolution and combinatorial search for constrained index-tracking. - Thiemo Krink; Stefan Mittnik; Sandra Paterlini (Ann. Oper. Res., 2009)

Asymmetric multivariate normal mixture GARCH. - Markus Haas; Stefan Mittnik; Marc S. Paolella (Comput. Stat. Data Anal., 2009)

Modeling Operational Risk: Estimation and Effects of Dependencies. - Stefan Mittnik; Sandra Paterlini; Tina Yener (COMPSTAT, 2010)

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; et al. (Comput. Stat. Data Anal., 2014)