//--> //--> //-->
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
~person:"Kreiß, Jens-Peter"
~person:"Mikosch, Thomas"
~subject:"Mathematik"
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
Mathematik
Theorie
8
Theory
8
Estimation theory
6
Schätztheorie
6
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Probability theory
4
Time series analysis
4
Volatility
4
Volatilität
4
Wahrscheinlichkeitsrechnung
4
Zeitreihenanalyse
4
expectations hypothesis
4
heavy tails
4
long range dependence
4
regression estimators
4
Finanzmathematik
3
GARCH process
3
Versicherungsmathematik
3
change point
3
sample autocorrelation
3
Ausreißer
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Extremogram
2
IGARCH
2
Mathematics
2
Outliers
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Stochastisches Modell
2
USA
2
United States
2
1953-1990
1
Actuarial mathematics
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Forschungsbericht
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Kreiß, Jens-Peter
Mikosch, Thomas
Fäy, Gilles
1
González-Arávalo, Bárbera
1
Samorodnitsky, Gennady
1
Starica, Catalin
1
Published in...
All
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
-
2005
Persistent link: https://www.econbiz.de/10002789961
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->