Narrow search
Showing 1 - 10 of 14
Cover Image
Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.; Mikosch, Thomas - 2006
Persistent link: https://www.econbiz.de/10003370444
Cover Image
Extreme value theory for GARCH processes
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 187-200). 2009
Persistent link: https://www.econbiz.de/10003833941
Cover Image
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
Cover Image
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
Cover Image
Non-life insurance mathematics : an introduction with the Poisson process
Mikosch, Thomas - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003779944
Cover Image
Change of structure in financial time series, long range dependence and the GARCH model
Mikosch, Thomas; Starica, Catalin - 2000
Persistent link: https://www.econbiz.de/10001468893
Cover Image
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
Cover Image
Heavy tails of OLS
Mikosch, Thomas; Vries, Casper G. de - In: Journal of econometrics 172 (2013) 2, pp. 205-221
Persistent link: https://www.econbiz.de/10009706208
Cover Image
Scaling limits for workload process
Mikosch, Thomas; Samorodnitsky, Gennady - 2006
Persistent link: https://www.econbiz.de/10003370422
Cover Image
Maximum likelihood estimation for MA (1) processes with a root on or near the unit circle
Davis, Richard A. - In: Econometric theory 12 (1996) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001201819