Stephan Haug

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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