//--> //--> //-->
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
~subject:"Actuarial mathematics"
~subject:"1953-1990"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Actuarial mathematics
1953-1990
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
Mathematik
2
Outliers
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Stochastisches Modell
2
USA
2
United States
2
more ...
less ...
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Lehrbuch
1
Textbook
1
Language
All
English
2
Author
All
Mikosch, Thomas
2
Starica, Catalin
1
Published in...
All
The review of economics and statistics
1
Universitext
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Non-life insurance mathematics : an introduction with the Poisson process
Mikosch, Thomas
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003779944
Saved in:
2
Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->