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Stephan Haug

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Person:458104
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Contents

  • 1 Available identifiers
  • 2 List of research outcomes
  • 3 Research outcomes over time
  • 4 Doctoral students
  • 5 Known relations from the MaRDI Knowledge Graph

Available identifiers

zbMath Open haug.stephanWikidataQ58002363 ScholiaQ58002363MaRDI QIDQ458104

List of research outcomes

PublicationDate of PublicationType
Indirect Inference for Lévy‐driven continuous‐time GARCH models2019-11-07Paper
A simple non-parametric goodness-of-fit test for elliptical copulas2018-06-27Paper
Copula structure analysis based on extreme dependence2018-05-08Paper
Fractionally integrated COGARCH processes2015-01-15Paper
Statistical models and methods for dependence in insurance data2014-09-30Paper
Rejoinder: Statistical models and methods for dependence in insurance data2014-09-30Paper
MULTIVARIATE ECOGARCH PROCESSES2011-04-27Paper
An Exponential Continuous-Time GARCH Process2008-03-07Paper
Method of moment estimation in the COGARCH(1,1) model2007-11-21Paper
Mixed effect models for absolute log returns of ultra high frequency data2007-05-29Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


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This page was last edited on 25 September 2023, at 03:20.
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