Concepedia

Stefan Mittnik

SM

Statistics

Publications

68

Citations

3.5K

H-Index

29

Active since

1987

Affiliations

Christian-Albrechts-Universität zu Kiel(Current)

Ludwig-Maximilians-Universität München

Ifo Institute for Economic Research

Stony Brook University

State University of New York

Stefan Mittnik is an author at Christian-Albrechts-Universität zu Kiel specializing in business, finance, and statistics.

Top concepts

BusinessFinanceStatisticsEngineeringEconomicsEconometricsAsset PricingFinancial EconomicsManagementMacroeconomics

Publications per year

1987–2022

68

Publications

68

The Volatility of Realized Volatility

Fulvio Corsi, Stefan Mittnik, Christian Pigorsch et al. · Econometric Reviews · 2008 · 417 citations

Modeling asset returns with alternative stable distributions<sup>*</sup>

Stefan Mittnik, Svetlozar T. Rachev · Econometric Reviews · 1993 · 298 citations

Empirical Finance, Economics, Computational Finance +14

Conditional density and value-at-risk prediction of Asian currency exchange rates

Stefan Mittnik, Marc S. Paolella · Journal of Forecasting · 2000 · 203 citations

Currency Risk, Forecasting Methodology, Volatility Modeling +19

Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions

Phillip Braun, Stefan Mittnik · Journal of Econometrics · 1993 · 135 citations

Impulse Responses, Vector Autoregressions, Econometrics +5

The real consequences of financial stress

Stefan Mittnik, Willi Semmler · Journal of Economic Dynamics and Control · 2013 · 120 citations

Economics, Financial Stress, Management +5

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