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  • Krink, T., S. Mittnik and S. Paterlini, "Differential Evolution and Combinatorial Search for Constrained Index Tracking", forthcoming in: Annals of Operations Research
  • Krink, T. and S. Paterlini, “Multiobjective Optimization using Differential Evolution for Real-World Portfolio Optimization”, forthcoming in: Computational Management Science
  • Lyra, M., J. Paha, S. Paterlini and P. Winker, “Optimization Heuristics for Determining Internal Rating Grading Scales”, forthcoming in: Computational Statistics & Data Analysis
  • Giamouridis D. and S. Paterlini, “Regular(ized) Hedge Funds”, forthcoming in: Journal of Financial Research
  • Mittnik, S. and I. Starobinskaya, "Modeling Dependencies in Operational Risk with Hybrid Bayesian Networks," forthcoming in: Methodology and Computing in Applied Probability
  • Haas, M., "Value-at-Risk via Mixture Distributions Reconsidered", forthcoming in Applied Mathematics and Computation
  • Mittnik, S. and T. Yener, "Value-at-Risk and Expected Shortfall for Rare Events," Proceedings of the Actuarial and Financial Mathematics Conference
  • Haas, M., S. Mittnik and T. Yener, "Gering korrelierte Anlageklassen - Diversifikationsmodell der Vergangenheit?," in: Bayerisches Finanz Zentrum e.V. (ed.) Studienreihe des Bayerischen Finanz Zentrum e.V., München: Bayerisches Finanz Zentrum e.V., 2009
  • Mittnik, S., E. Nell, E. Platen, W. Semmler, and R. Chappe, "Financial Market Meltdown and a Need for New Financial Regulation,"  METU Studies in Development, 36, 2009, 253-269
  • Hartz, C. and S. Mittnik, "Filing for Insolvency: An Event Study for the German Neuer Markt," in: Schäfer, K. et al. (eds.) Risikomanagement und kapitalmarktorientierte Finanzierung, Frankfurt: Fritz Knapp Verlag, 2009, 973-999
  • Haas, M. and S. Mittnik, "Portfolio Selection with Common Correlation Mixture Models," in: Bol, G., Rachev, S.T., Würth, R. (eds.) Risk Assessment: Decisions in Banking and Finance, Heidelberg: Physika Verlag, 2009, 47-76
  • Haas, M. and C. Pigorsch, "Financial Economics: Fat-tailed Distributions", in: Encyclopedia of Complexity and Systems Science, Vol. 4, Heidelberg: Springer-Verlag, 2009,  3404-3435
  • Haas, M., S. Mittnik and M.S. Paolella, "Asymmetric Multivariate Normal Mixture GARCH," Computational Statistics and Data Analysis, 53, 2009, 2129-2154
  • Haas, M., "Persistence in Volatility, Conditional Kurtosis, and the Taylor Property in Absolute Value GARCH Processes," Statistics & Probability Letters, 79, 2009, 1674-1683
  • Haas, M., "Modelling Skewness and Kurtosis with the Skewed Gauss-Laplace Sum Distribution," Applied Economics Letters 16, 2009, 1277-1283
  • Corsi, F., S. Mittnik, C. Pigorsch, and U. Pigorsch, "The Volatility of Realized Volatility," Econometric Reviews, 27, 2008, 46-78
  • Haas, M., "The Autocorrelation Structure of the Markov-switching Asymmetric Power GARCH Process," Statistics & Probability Letters 78, 2008, 1480-1489