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Probabilistic properties of stochastic volatility models
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 255-267). 2009
Persistent link: https://www.econbiz.de/10003833954
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Extremes of stochastic volatility models
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 355-364). 2009
Persistent link: https://www.econbiz.de/10003833971
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Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (ed.);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
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Non-life insurance mathematics : an introduction with the Poisson process
Mikosch, Thomas - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003779944
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Modeling teletraffic arrivals by a Poisson cluster process
Fäy, Gilles; González-Arávalo, Bárbera; Mikosch, Thomas - 2005
Persistent link: https://www.econbiz.de/10003250306