Stefan Mittnik

103 papers and 3.0k indexed citations i.

Stefan Mittnik has authored 103 papers that have received a total of 3.0k indexed citations. This includes 67 papers in Finance, 50 papers in Economics and Econometrics and 28 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (55 papers), Monetary Policy and Economic Impact (27 papers) and Market Dynamics and Volatility (23 papers). Stefan Mittnik is often cited by papers focused on Financial Risk and Volatility Modeling (55 papers), Monetary Policy and Economic Impact (27 papers) and Market Dynamics and Volatility (23 papers) and collaborates with scholars based in Germany, United States and Switzerland. Stefan Mittnik's co-authors include Marc S. Paolella, Svetlozar T. Rachev, Markus Haas, Willi Semmler and Jeong-Ryeol Kim and has published in prestigious journals such as Econometrica, Journal of Econometrics and Journal of Banking & Finance.