//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen"
~person:"Kreiß, Jens-Peter"
~person:"Mikosch, Thomas"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Mikosch, Thomas"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mathematics
2
Mathematik
2
Theorie
2
Theory
2
Aktienmarkt
1
Ausreißer
1
Einnahmen
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Finanzmathematik
1
Outliers
1
Probability theory
1
Production control
1
Produktionssteuerung
1
Returns to scale
1
Revenue
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Schätztheorie
1
Skalenertrag
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
1
USA
1
United States
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Forschungsbericht
6
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Kreiß, Jens-Peter
Mikosch, Thomas
Samorodnitsky, Gennady
2
Davis, Richard A.
1
Fäy, Gilles
1
González-Arávalo, Bárbera
1
Hedegaard Jessen, Anders
1
Starica, Catalin
1
Vries, Casper G. de
1
more ...
less ...
Published in...
All
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
Stochastic Processes and their Applications
11
Econometrics
4
Journal of econometrics
4
Handbook of financial time series
3
Discussion paper / Tinbergen Institute
2
Journal of Econometrics
2
The review of economics and statistics
2
Tinbergen Institute Discussion Papers
2
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Insurance: Mathematics and Economics
1
Mathematics of operations research
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
Statistica Neerlandica
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
Statistics & Probability Letters
1
The Review of Economics and Statistics
1
Tinbergen Institute Discussion Paper
1
Universitext
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Scaling limits for workload process
Mikosch, Thomas
;
Samorodnitsky, Gennady
-
2006
Persistent link: https://www.econbiz.de/10003370422
Saved in:
2
Tail probabilities for regression estimators
Mikosch, Thomas
;
Vries, Casper G. de
-
2006
Persistent link: https://www.econbiz.de/10003370429
Saved in:
3
Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003370444
Saved in:
4
Regularly varying functions
Hedegaard Jessen, Anders
;
Mikosch, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003370458
Saved in:
5
Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
-
2005
Persistent link: https://www.econbiz.de/10002789961
Saved in:
6
Modeling teletraffic arrivals by a Poisson cluster process
Fäy, Gilles
;
González-Arávalo, Bárbera
;
Mikosch, Thomas
-
2005
Persistent link: https://www.econbiz.de/10003250306
Saved in:
7
Copulas : tales and facts
Mikosch, Thomas
-
2005
Persistent link: https://www.econbiz.de/10003370329
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->