Stefan Mittnik
Stefan Mittnik publishes mostly in Finance, Economics and Econometrics and Statistical and Nonlinear Physics, on topics such as Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis and Financial Markets and Investment Strategies.
- World rank
- #208,672 of 1,633,909 ranked researchers
- Rank in Germany
- #12,711 of 86,443
- Works
- 35
- Citations
- 156
- Citations per work
- 4.5
What does Stefan Mittnik research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance38% of their works
- 2Economics and Econometrics22% of their works
- 3Statistical and Nonlinear Physics6% of their works
- 4General Economics, Econometrics and Finance6% of their works
- 5Statistics and Probability6% of their works
- 6Demography6% of their works
Research topics
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Financial Markets and Investment Strategies
- Statistical Distribution Estimation and Applications
- Stochastic processes and financial applications
- Monetary Policy and Economic Impact
- Insurance, Mortality, Demography, Risk Management
- Bayesian Methods and Mixture Models
Which keywords describe Stefan Mittnik's research?
The keywords of their largest research topics: GARCH Models, Volatility, Asset Pricing, Bayesian Inference, Econophysics, Multifractal Analysis, Stock Returns and Fiscal Policy.
- Clustering
- Skew Distributions
- Option Pricing
- Monetary Policy
- Fiscal Policy
- Multifractal Analysis
- Bayesian Inference
- Volatility
- GARCH Models
- Asset Pricing
- Econophysics
- Stock Returns
- Generalized Exponential
- Mortality Forecasting
- Population Ageing
- Stochastic Calculus
- Mixture Models
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- GARCH Models61 topic
- Volatility61 topic
- Asset Pricing31 topic
- Bayesian Inference32 topics
- Econophysics31 topic
- Multifractal Analysis31 topic
- Stock Returns31 topic
- Fiscal Policy21 topic
- Generalized Exponential21 topic
- Monetary Policy21 topic
- Mortality Forecasting21 topic
- Option Pricing21 topic
- Population Ageing21 topic
- Skew Distributions21 topic
- Stochastic Calculus21 topic
- Clustering11 topic
- Mixture Models11 topic
Where does Stefan Mittnik work?
Stefan Mittnik's main affiliation in the publication record is Christian-Albrechts-Universität zu Kiel, Germany.
How many publications and citations does Stefan Mittnik have?
Science Explorer counts 35 works and 156 citations for Stefan Mittnik, ranking #208,672 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.