Stefan Mittnik

Financial Econometrics

From Basics to Advanced Modeling Techniques

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, retur...

Stable Paretian Models in Finance

This text is a comprehensive treatment of the Asset Pricing Theory, based on the assumption that returns are distributed non-normally. More general mo...

Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model

Recent research in financial economics has shown that rare large disasters have the potential to disrupt financial sectors via the destruction of capi...

Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-based Forecasts

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