| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6141218 | 2024-01-22 | Paper |
| Non-Stationary Samples and Meta-Distribution | 2023-08-13 | Paper |
| Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics | 2022-06-21 | Paper |
| Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case | 2021-10-22 | Paper |
| Predictive dimension: an alternative definition to embedding dimension | 2020-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5216380 | 2020-02-17 | Paper |
| Risk Measurement | 2019-07-31 | Paper |
| Measuring risks in the tail: The extreme VaR and its confidence interval | 2019-03-12 | Paper |
| The univariate MT-STAR model and a new linearity and unit root test procedure | 2018-11-23 | Paper |
| Option pricing with discrete time jump processes | 2018-11-01 | Paper |
| Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure | 2018-03-26 | Paper |
| Wavelet shrinkage of a noisy dynamical system with non-linear noise impact | 2017-06-14 | Paper |
| Probability density of the empirical wavelet coefficients of a noisy chaos | 2016-07-28 | Paper |
| Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model | 2016-07-13 | Paper |
| Alternative modeling for long term risk | 2015-04-27 | Paper |
| An omnibus test to detect time-heterogeneity in time series | 2015-02-18 | Paper |
| A Time Series Approach to Option Pricing | 2015-01-15 | Paper |
| On the necessity of five risk measures | 2014-11-12 | Paper |
| Option pricing for GARCH-type models with generalized hyperbolic innovations | 2014-01-24 | Paper |
| Testing unit roots and long range dependence of foreign exchange | 2013-10-04 | Paper |
| Modelling squared returns using a SETAR model with long-memory dynamics | 2013-01-02 | Paper |
| Portfolio symmetry and momentum | 2011-08-19 | Paper |
| Estimation of Time-Varying Long Memory Parameter Using Wavelet Method | 2011-07-13 | Paper |
| GDP nowcasting with ragged-edge data: a semi-parametric modeling | 2011-01-06 | Paper |
| AnL∞-Lpmesh-adaptive method for computing unsteady bi-fluid flows | 2010-12-28 | Paper |
| BL-GARCH models with elliptical distributed innovations | 2010-09-17 | Paper |
| Testing Fractional Order of Long Memory Processes: A Monte Carlo Study | 2010-08-05 | Paper |
| Change analysis of a dynamic copula for measuring dependence in multivariate financial data | 2010-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641966 | 2009-11-11 | Paper |
| Estimation ofk-Factor GIGARCH Process: A Monte Carlo Study | 2008-12-04 | Paper |
| Pricing bivariate option under GARCH processes with time-varying copula | 2008-06-25 | Paper |
| The stationary seasonal hyperbolic asymmetric power ARCH model | 2007-08-23 | Paper |
| Tail behavior of a threshold autoregressive stochastic volatility model | 2006-05-24 | Paper |
| Empirical estimation of tail dependence using copulas: application to Asian markets | 2006-03-08 | Paper |
| Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models | 2005-10-18 | Paper |
| How can we Define the Concept of Long Memory? An Econometric Survey | 2005-08-25 | Paper |
| Asymptotic behaviour for the extreme values of a linear regression model | 2005-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4654873 | 2005-03-10 | Paper |
| Estimating parameters of a \(k\)-factor GIGARCH process | 2004-11-23 | Paper |
| Modelization and nonparametric estimation for dynamical systems with noise | 2004-02-03 | Paper |
| Extreme values of particular non-linear processes | 2002-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542003 | 2002-07-31 | Paper |
| Non-mixing properties of long memory processes | 2001-10-14 | Paper |
| STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM | 2000-08-09 | Paper |
| Determination Lyapunov exponents in deterministic dynamical systems | 1999-09-15 | Paper |
| A comparison of techniques of estimation in long-memory processes. | 1998-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368358 | 1998-03-23 | Paper |
| Power of the Lagrange multiplier test for certain subdiagonal bilinear models | 1997-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864674 | 1996-04-08 | Paper |
| Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system | 1996-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839358 | 1995-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839957 | 1995-07-18 | Paper |
| Asymptotic normality of the discrete Fourier transform of long memory time series | 1995-01-09 | Paper |
| Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1 | 1993-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694355 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210734 | 1991-01-01 | Paper |
| DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725570 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3750861 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3690042 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321183 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321184 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3933714 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3954695 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957829 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3853003 | 1979-01-01 | Paper |
