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1

Handbook of Financial Time Series Volume 1 || Copula–Based Models for Financial Time Series

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 478 KB

english, 2009

2

Handbook of Financial Time Series || An Introduction to Univariate GARCH Models

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 690 KB

english, 2009

3

Uniforms for Civilians: On the History of Uniforms as Symbolic Communication

Haas, Stefan, Hackspiel-Mikosch, Elisabeth

Journal:

Fashion Theory The Journal of Dress Body & Culture

Year:

2001

Language:

english

File:

PDF, 138 KB

english, 2001

4

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.by Gennady Samorodnitsky; Murad S. Taqqu

Review by: Thomas Mikosch

Journal:

Journal of the American Statistical Association

Year:

1995

Language:

english

File:

PDF, 545 KB

english, 1995

5

Functional limit theorems for random quadratic forms

Journal:

Stochastic Processes and their Applications

Year:

1991

Language:

english

File:

PDF, 894 KB

english, 1991

6

Large Deviations of Heavy-Tailed Sums with Applications in Insurance

T. Mikosch, A.V. Nagaev

Journal:

Year:

1998

Language:

english

File:

PDF, 186 KB

english, 1998

7

Handbook of Financial Time Series Volume 49 || Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 532 KB

english, 2009

8

Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects

Thomas Mikosch and Cătălin Stărică

Journal:

Review of Economics and Statistics

Year:

2004

Language:

english

File:

PDF, 935 KB

english, 2004

9

Handbook of Financial Time Series || An Overview of Asset–Price Models

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 487 KB

english, 2009

10

Handbook of Financial Time Series || Modelling Financial High Frequency Data Using Point Processes

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 597 KB

english, 2009

11

Lévy Processes || Modelling by Lévy Processess for Financial Econometrics

Barndorff-Nielsen, Ole E., Resnick, Sidney I., Mikosch, Thomas

Year:

2001

Language:

english

File:

PDF, 3.03 MB

english, 2001

12

Large deviations of heavy-tailed random sums with applications in insurance and finance

Klüppelberg, C., Mikosch, T.

Journal:

Journal of Applied Probability

Year:

1997

Language:

english

File:

PDF, 1.43 MB

english, 1997

13

Interpretation of vibrational spectra by intensity calculations with semi-empirical methods

Journal:

Journal of Molecular Structure

Year:

1990

Language:

english

File:

PDF, 311 KB

english, 1990

14

Raman spectroscopic study of the bromine storing complex phase in a zinc-flow battery

G. Bauer, J. Drobits, C. Fabjan, H. Mikosch, P. Schuster

Journal:

Journal of Electroanalytical Chemistry

Year:

1997

Language:

english

File:

PDF, 768 KB

english, 1997

15

Effects of thyroid disorders on the bone

Journal:

Wiener Medizinische Wochenschrift

Year:

2005

File:

PDF, 164 KB

2005

16

Copulas: Tales and facts

Journal:

Year:

2006

Language:

english

File:

PDF, 381 KB

english, 2006

17

Copulas: Tales and facts—rejoinder

Journal:

Year:

2006

Language:

english

File:

PDF, 225 KB

english, 2006

18

Modeling teletraffic arrivals by a Poisson cluster process

Gilles Faÿ, Bárbara González-Arévalo, Thomas Mikosch, Gennady Samorodnitsky

Journal:

Queueing Systems

Year:

2006

Language:

english

File:

PDF, 519 KB

english, 2006

19

The Value of Imaging Methods with Emphasis on PET/CT in Head and Neck Tumours: a Comparison between a Novel Diagnostic Regime Using 18 F-FDG PET and Conventional Techniques – Own Results and Literature Review

Kresnik, E., Mikosch, P., Gallowitsch, H. J., Kohlfürst, S., Lind, P.

Journal:

Imaging Decisions MRI

Year:

2007

Language:

english

File:

PDF, 672 KB

english, 2007

20

Rates in Approximations to Ruin Probabilities for Heavy-Tailed Distributions

Thomas Mikosch, Alexander Nagaev

Journal:

Year:

2001

Language:

english

File:

PDF, 85 KB

english, 2001

21

How do ER export motifs work on ion channel trafficking?

Melanie Mikosch, Ulrike Homann

Journal:

Current Opinion in Plant Biology

Year:

2009

Language:

english

File:

PDF, 218 KB

english, 2009

22

Towards estimating extremal serial dependence via the bootstrapped extremogram

Richard A. Davis, Thomas Mikosch, Ivor Cribben

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 311 KB

english, 2012

23

Handbook of Financial Time Series || Multivariate GARCH Models

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 716 KB

english, 2009

24

Lévy Processes || Series Representations of Lévy Processes from the Perspective of Point Processes

Barndorff-Nielsen, Ole E., Resnick, Sidney I., Mikosch, Thomas

Year:

2001

Language:

english

File:

PDF, 1.41 MB

english, 2001

25

Handbook of Financial Time Series || Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 624 KB

english, 2009

26

Handbook of Financial Time Series || Evaluating Volatility and Correlation Forecasts

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 838 KB

english, 2009

27

Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects

Mikosch, Thomas, Stărică, Cătălin

Journal:

Review of Economics and Statistics

Year:

2004

Language:

english

File:

PDF, 1.42 MB

english, 2004

28

Precise large deviations for dependent regularly varying sequences

Thomas Mikosch, Olivier Wintenberger

Journal:

Probability Theory and Related Fields

Year:

2013

Language:

english

File:

PDF, 394 KB

english, 2013

29

Estimation of the tail index for lattice-valued sequences

Matsui, Muneya, Mikosch, Thomas, Tafakori, Laleh

Journal:

Year:

2013

Language:

english

File:

PDF, 509 KB

english, 2013

30

Laws of Small Numbers: Extremes and Rare Eventsby Michael Falk; Jurg Hüsler; Rolf-Dieter Reiss

Review by: Thomas Mikosch

Journal:

Journal of the American Statistical Association

Year:

1995

Language:

english

File:

PDF, 783 KB

english, 1995

31

Foundations of Modern Probabilityby Olav Kallenberg

Review by: Thomas Mikosch

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 92 KB

english, 1998

32

Regular Variation in the Mean and Stable Limits for Poisson Shot Noise

Claudia Klüppelberg, Thomas Mikosch and Anette Schärf

Journal:

Year:

2003

Language:

english

File:

PDF, 2.36 MB

english, 2003

33

Stochastic Integral Equations without Probability

Thomas Mikosch and Rimas Norvaiša

Journal:

Year:

2000

Language:

english

File:

PDF, 2.75 MB

english, 2000

34

Is Network Traffic Approximated by Stable Lévy Motion or Fractional Brownian Motion?

Thomas Mikosch, Sidney Resnick, Holger Rootzén and Alwin Stegeman

Journal:

The Annals of Applied Probability

Year:

2002

Language:

english

File:

PDF, 3.02 MB

english, 2002

35

[Advanced Series on Statistical Science and Applied Probability] Elementary Stochastic Calculus, with Finance in View Volume 6 || BACK MATTER

Mikosch, Thomas

Year:

1998

Language:

english

File:

PDF, 1.66 MB

english, 1998

36

[Advanced Series on Statistical Science and Applied Probability] Elementary Stochastic Calculus, with Finance in View Volume 6 || FRONT MATTER

Mikosch, Thomas

Year:

1998

Language:

english

File:

PDF, 501 KB

english, 1998

37

Fractional moments of solutions to stochastic recurrence equations

Mikosch, Thomas, Samorodnitsky, Gennady, Tafakori, Laleh

Journal:

Journal of Applied Probability

Year:

2013

Language:

english

File:

PDF, 179 KB

english, 2013

38

Handbook of Financial Time Series || Resampling and Subsampling for Financial Time Series

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Year:

2009

Language:

english

File:

PDF, 525 KB

english, 2009

39

Lévy Processes || Application of Generalized Hyperbolic Lévy Motions to Finance

Barndorff-Nielsen, Ole E., Resnick, Sidney I., Mikosch, Thomas

Year:

2001

Language:

english

File:

PDF, 1.87 MB

english, 2001

40

Von jüdischen Wucherern und christlichen Predigern. Eine Spurensuche

Mikosch, Gunnar

Journal:

Year:

2012

Language:

german

File:

PDF, 157 KB

german, 2012

41

Empirical Process Techniques for Dependent Data ||

Dehling, Herold, Mikosch, Thomas, Sørensen, Michael

Year:

2002

Language:

english

File:

PDF, 54.81 MB

english, 2002

42

Parameter Estimation for ARMA Models with Infinite Variance Innovations

Thomas Mikosch, Tamar Gadrich, Claudia Kluppelberg and Robert J. Adler

Journal:

The Annals of Statistics

Year:

1995

Language:

english

File:

PDF, 1.42 MB

english, 1995

43

Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

Dimitrios G. Konstantinides and Thomas Mikosch

Journal:

The Annals of Probability

Year:

2005

Language:

english

File:

PDF, 2.93 MB

english, 2005

44

Clinical outcome of radiosynoviorthesis: a meta-analysis including 2190 treated joints

KRESNIK, E., MIKOSCH, P., GALLOWITSCH, H. J., JESENKO, R., JUST, H., KOGLER, D., GASSER, J., HEINISCH, M., UNTERWEGER, O., KUMNIG, G., GOMEZ, I., LIND, P.

Journal:

Nuclear Medicine Communications

Year:

2002

Language:

english

File:

PDF, 114 KB

english, 2002

45

Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series

Davis, Richard A., Heiny, Johannes, Mikosch, Thomas, Xie, Xiaolei

Journal:

Year:

2016

Language:

english

File:

PDF, 1.25 MB

english, 2016

46

Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case

Heiny, Johannes, Mikosch, Thomas

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 568 KB

english, 2016

47

Synthesis and Optical Characterization of Hybrid Organic–Inorganic Heterofluorene Polymers

Fell, Valentin H. K., Mikosch, Annabel, Steppert, Ann-Kathrin, Ogieglo, Wojciech, Senol, Erdem, Canneson, Damien, Bayer, Manfred, Schoenebeck, Franziska, Greilich, Alex, Kuehne, Alexander J. C.

Journal:

Year:

2017

Language:

english

File:

PDF, 1.28 MB

english, 2017

48

The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model

Janssen, Anja, Mikosch, Thomas, Rezapour, Mohsen, Xie, Xiaolei

Journal:

Year:

2018

Language:

english

File:

PDF, 418 KB

english, 2018

49

Extreme-ultraviolet refractive optics

Drescher, L., Kornilov, O., Witting, T., Reitsma, G., Monserud, N., Rouzée, A., Mikosch, J., Vrakking, M. J. J., Schütte, B.

Journal:

Year:

2018

Language:

english

File:

PDF, 3.74 MB

english, 2018

50

Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?

Mikosch, Heiner, Zhang, Ying

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.46 MB

english, 2014

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