| Stable Paretian models in finance ST Rachev, S Mittnik Wiley, 2000 | 1154 | 2000 |
| Value-at-risk prediction: A comparison of alternative strategies K Kuester, S Mittnik, MS Paolella Journal of Financial Econometrics 4 (1), 53-89, 2006 | 840 | 2006 |
| A new approach to Markov-switching GARCH models M Haas, S Mittnik, MS Paolella Journal of financial econometrics 2 (4), 493-530, 2004 | 604 | 2004 |
| The volatility of realized volatility F Corsi, S Mittnik, C Pigorsch, U Pigorsch Econometric Reviews 27 (1-3), 46-78, 2008 | 480 | 2008 |
| Modeling asset returns with alternative stable distributions S Mittnik, ST Rachev Econometric reviews 12 (3), 261-330, 1993 | 446 | 1993 |
| Financial econometrics: from basics to advanced modeling techniques ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi John Wiley & Sons, 2007 | 272* | 2007 |
| Mixed normal conditional heteroskedasticity M Haas, S Mittnik, MS Paolella Journal of financial Econometrics 2 (2), 211-250, 2004 | 262 | 2004 |
| Conditional density and value‐at‐risk prediction of Asian currency exchange rates S Mittnik, MS Paolella Journal of Forecasting 19 (4), 313-333, 2000 | 236 | 2000 |
| Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions PA Braun, S Mittnik Journal of Econometrics 59 (3), 319-341, 1993 | 198 | 1993 |
| Regime dependence of the fiscal multiplier S Mittnik, W Semmler Journal of Economic Behavior & Organization 83 (3), 502-522, 2012 | 177 | 2012 |
| Dynamic effects of public investment: Vector autoregressive evidence from six industrialized countries S Mittnik, T Neumann Empirical Economics 26 (2), 429-446, 2001 | 172 | 2001 |
| Maximum likelihood estimation of stable Paretian models S Mittnik, T Doganoglu, D Chenyao Mathematical and Computer Modelling 29 (10-12), 275-293, 1999 | 157 | 1999 |
| Computing the probability density function of the stable Paretian distribution S Mittnik, T Doganoglu, D Chenyao Mathematical and Computer Modelling 29 (10-12), 235-240, 1999 | 156 | 1999 |
| Stable Paretian modeling in finance: Some empirical and theoretical aspects S Mittnik, ST Rachev, MS Paolella A practical guide to heavy tails, 79-110, 1998 | 133* | 1998 |
| Stationarity of stable power-GARCH processes S Mittnik, MS Paolella, ST Rachev Journal of Econometrics 106 (1), 97-107, 2002 | 129 | 2002 |
| Diagnosing and treating the fat tails in financial returns data S Mittnik, MS Paolella, ST Rachev Journal of Empirical Finance 7 (3-4), 389-416, 2000 | 124 | 2000 |
| The real consequences of financial stress S Mittnik, W Semmler Journal of Economic Dynamics and Control 37 (8), 1479-1499, 2013 | 117 | 2013 |
| Accurate value-at-risk forecasting based on the normal-GARCH model C Hartz, S Mittnik, M Paolella Computational Statistics & Data Analysis 51 (4), 2295-2312, 2006 | 116 | 2006 |
| Stable GARCH models for financial time series AK Panorska, S Mittnik, ST Rachev Applied Mathematics Letters 8 (5), 33-37, 1995 | 113 | 1995 |
| Differential evolution and combinatorial search for constrained index-tracking T Krink, S Mittnik, S Paterlini Annals of Operations Research 172 (1), 153-176, 2009 | 95 | 2009 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
