Stephan Haug

Available identifiers

zbMath Open haug.stephanWikidataQ58002363 ScholiaQ58002363MaRDI QIDQ458104

List of research outcomes

Publication	Date of Publication	Type
Indirect Inference for Lévy‐driven continuous‐time GARCH models	2019-11-07	Paper
A simple non-parametric goodness-of-fit test for elliptical copulas	2018-06-27	Paper
Copula structure analysis based on extreme dependence	2018-05-08	Paper
Fractionally integrated COGARCH processes	2015-01-15	Paper
Statistical models and methods for dependence in insurance data	2014-09-30	Paper
Rejoinder: Statistical models and methods for dependence in insurance data	2014-09-30	Paper
MULTIVARIATE ECOGARCH PROCESSES	2011-04-27	Paper
An Exponential Continuous-Time GARCH Process	2008-03-07	Paper
Method of moment estimation in the COGARCH(1,1) model	2007-11-21	Paper
Mixed effect models for absolute log returns of ultra high frequency data	2007-05-29	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Stephan Haug