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

This page was built for person: Stephan Haug