| Publication | Date of Publication | Type |
|---|
| Computational aspects of portfolio risk estimation in volatile markets: a survey | 2023-03-13 | Paper |
| Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data | 2023-03-13 | Paper |
| Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis | 2022-05-16 | Paper |
| Multiple subordinated modeling of asset returns: Implications for option pricing | 2022-03-04 | Paper |
| PRICING DERIVATIVES IN HERMITE MARKETS | 2019-11-08 | Paper |
| Probability metrics with applications in finance | 2019-09-13 | Paper |
| A Three-Factor Model for Mortality Modeling | 2019-05-28 | Paper |
| Dependence of stable random variables | 2018-11-16 | Paper |
| FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET | 2018-01-11 | Paper |
| Tempered stable Ornstein– Uhlenbeck processes: A practical view | 2017-03-03 | Paper |
| Smooth monotone covariance for elliptical distributions and applications in finance | 2015-04-16 | Paper |
| Sensitivity of portfolio VaR and CVaR to portfolio return characteristics | 2013-08-07 | Paper |
| The Methods of Distances in the Theory of Probability and Statistics | 2012-09-12 | Paper |
| MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION | 2012-08-30 | Paper |
| On a Class of Distributions Stable Under Random Summation | 2012-07-08 | Paper |
| METRIZATION OF STOCHASTIC DOMINANCE RULES | 2012-05-07 | Paper |
| A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates | 2012-04-18 | Paper |
| Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration | 2012-03-06 | Paper |
| COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” | 2011-08-16 | Paper |
| Calibrating affine stochastic mortality models using term assurance premiums | 2011-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3005519 | 2011-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3003679 | 2011-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5392722 | 2011-04-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3083935 | 2011-03-14 | Paper |
| Approximation of aggregate and extremal losses within the very heavy tails framework | 2010-12-20 | Paper |
| Multi-tail generalized elliptical distributions for asset returns | 2010-10-15 | Paper |
| Stochastic models for risk estimation in volatile markets: a survey | 2010-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3583418 | 2010-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3583419 | 2010-08-27 | Paper |
| Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market | 2010-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561708 | 2010-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561715 | 2010-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3560418 | 2010-05-14 | Paper |
| Construction of probability metrics on classes of investors | 2009-12-21 | Paper |
| Orderings and Probability Functionals Consistent with Preferences | 2009-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324636 | 2009-08-03 | Paper |
| Introduction to special issue: Studies in mathematical and empirical finance | 2009-07-06 | Paper |
| Smoothly truncated stable distributions, GARCH-models, and option pricing | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3633248 | 2009-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3626135 | 2009-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3620499 | 2009-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3620508 | 2009-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3615201 | 2009-03-17 | Paper |
| Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns | 2009-02-26 | Paper |
| Stable ETL Optimal Portfolios and Extreme Risk Management | 2009-02-26 | Paper |
| Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research | 2009-02-26 | Paper |
| Subordinated market index models: A comparison | 2009-02-06 | Paper |
| Unconditional and conditional distributional models for the Nikkei index | 2009-02-06 | Paper |
| Calibrated FFT-based density approximations for \(\alpha\)-stable distributions | 2008-12-11 | Paper |
| The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach | 2008-10-24 | Paper |
| DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY | 2008-08-26 | Paper |
| A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL | 2008-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386497 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5450320 | 2008-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5445976 | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447431 | 2008-03-06 | Paper |
| Optimal Financial Portfolios | 2008-01-31 | Paper |
| Modelling catastrophe claims with left-truncated severity distributions | 2007-12-16 | Paper |
| Delta hedging strategies comparison | 2007-12-10 | Paper |
| Stable distributions in the Black–Litterman approach to asset allocation | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3433875 | 2007-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3417687 | 2007-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3408885 | 2006-11-06 | Paper |
| THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY | 2006-10-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486100 | 2006-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5473262 | 2006-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374062 | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374067 | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3371554 | 2006-02-21 | Paper |
| Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances | 2006-01-27 | Paper |
| Computational Science - ICCS 2004 | 2005-12-23 | Paper |
| Erratum to ``Long strange segments in a long-range-dependent moving average | 2005-11-29 | Paper |
| Quantitative Stability in Stochastic Programming: The Method of Probability Metrics | 2005-11-11 | Paper |
| Value-at-risk and asset allocation with stable return distributions | 2005-10-11 | Paper |
| A GARCH option pricing model with \(\alpha\)-stable innovations | 2005-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4832223 | 2005-01-04 | Paper |
| Long strange segments in a long-range-dependent moving average. | 2004-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4406372 | 2004-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4423165 | 2003-08-25 | Paper |
| Preface: Special issue on mathematical models in market and credit risk. | 2003-07-16 | Paper |
| Long strange segments of a stochastic process. | 2003-05-06 | Paper |
| Maximum likelihood estimators in regression models with infinite variance innovations | 2003-05-04 | Paper |
| Stationarity of stable power-GARCH processes. | 2003-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4330776 | 2002-10-28 | Paper |
| Stable distributions and the term structure of interest rates | 2002-10-06 | Paper |
| A testable version of the Pareto-Stable CAPM | 2002-10-06 | Paper |
| Safety-first analysis and stable Paretian approach to portfolio choice theory | 2002-06-13 | Paper |
| Statistical inference in regression with heavy-tailed integrated variables | 2002-06-13 | Paper |
| The distribution of test statistics for outlier detection in heavy-tailed samples | 2002-06-13 | Paper |
| The GARCH-stable option pricing model | 2002-06-13 | Paper |
| Stable modeling of value at risk | 2002-06-13 | Paper |
| CED model for asset returns and fractal market hypothesis | 2002-05-05 | Paper |
| Option pricing for stable and infinitely divisible asset returns | 2002-05-05 | Paper |
| Option pricing for a logstable asset price model | 2002-05-05 | Paper |
| Test of association between multivariate stable vectors. | 2002-05-05 | Paper |
| Maximum likelihood estimation of stable Paretian models. | 2002-05-05 | Paper |
| Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis | 2002-04-07 | Paper |
| A new representation for the characteristic function of strictly geo-stable vectors | 2002-02-17 | Paper |
| A steady-state model for the spread of HIV among drug users | 2001-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4933819 | 2001-07-19 | Paper |
| The spread of AIDS among interactive transmission groups | 2001-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4526186 | 2001-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488964 | 2001-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2709279 | 2001-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702488 | 2001-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702489 | 2001-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4269648 | 2001-03-09 | Paper |
| Pre-limit theorems and their applications | 2000-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4517806 | 2000-11-19 | Paper |
| Mass transportation problems with capacity constraints | 2000-10-17 | Paper |
| Portfolio management with stable distributions | 2000-08-10 | Paper |
| Time series with unit roots and infinite-variance disturbances | 2000-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938179 | 2000-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347520 | 2000-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247099 | 1999-11-29 | Paper |
| Cointegrated processes with infinite variance innovations | 1999-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395380 | 1999-10-17 | Paper |
| A tail estimator for the index of the stable paretian distribution∗ | 1998-11-09 | Paper |
| A Stochastic Model of Carcinogenesis and Tumor Size at Detection | 1998-08-09 | Paper |
| Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389735 | 1998-05-24 | Paper |
| Computer Tomography and Quantum Mechanics | 1998-04-05 | Paper |
| Rate-of-convergence in the multivariate max-stable limit theorem | 1998-02-18 | Paper |
| Econometric modeling in the presence of heavy-tailed innovations: a survey of some recent advances | 1998-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365537 | 1998-01-14 | Paper |
| Conditionally exponential dependence model for asset returns | 1997-10-26 | Paper |
| Integral and asymptotic representations of geo-stable densities | 1997-07-20 | Paper |
| MULTIVARIATE STABLE FUTURES PRICES | 1997-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885200 | 1997-04-13 | Paper |
| Tail estimation of the stable index \(\alpha\) | 1997-02-09 | Paper |
| A distribution of tumor size at detection and its limiting form. | 1997-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714000 | 1996-12-03 | Paper |
| On a special case of the basic problem in diffraction tomography∗ | 1996-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884622 | 1996-09-04 | Paper |
| Propagation of chaos and contraction of stochastic mappings | 1996-08-26 | Paper |
| Queueing models of potentially lethal damage repair in irradiated cells | 1996-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885486 | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885501 | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885508 | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844496 | 1996-07-01 | Paper |
| Stable GARCH models for financial time series | 1996-05-02 | Paper |
| Mass-transshipment problems and ideal metrics | 1996-03-25 | Paper |
| Rates of convergence in the operator-stable limit theorem | 1996-03-20 | Paper |
| An extension of the kantorovich-rubinstein mass-transshipment problem | 1996-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845600 | 1996-02-20 | Paper |
| Probability metrics and recursive algorithms | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4860282 | 1996-01-14 | Paper |
| A bivariate limiting distribution of tumor latency time | 1995-11-15 | Paper |
| Limit laws for a stochastic process and random recursion arising in probabilistic modelling | 1995-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4300899 | 1995-01-19 | Paper |
| Geometric stable distributions in Banach spaces | 1995-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4286901 | 1995-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4294087 | 1995-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315058 | 1994-12-07 | Paper |
| Rounding Proportions:Rules of Rounding | 1994-12-05 | Paper |
| Modeling asset returns with alternative stable distributions* | 1994-11-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306152 | 1994-10-13 | Paper |
| Solution of Some Transportation Problems with Relaxed or Additional Constraints | 1994-10-10 | Paper |
| The theory of geometric stable distributions and its use in modeling financial data | 1994-08-18 | Paper |
| \(U\)-statistics of random-size samples and limit theorems for systems of Markovian particles with non-Poisson initial distributions | 1994-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279648 | 1994-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273007 | 1993-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5288698 | 1993-08-17 | Paper |
| A stochastic model of radiation carcinogenesis: Latent time distributions and their properties | 1993-06-29 | Paper |
| On the optimal control of cancer radiotherapy for non-homogeneous cell populations | 1993-06-29 | Paper |
| Maximum Submatrix Traces for Positive Definite Matrices | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040162 | 1993-06-05 | Paper |
| A new ideal metric with applications to multivariate stable limit theorems | 1993-02-18 | Paper |
| A probabilistic approach to optimal quality usage | 1993-02-11 | Paper |
| Moment problems and their applications to the stability of queueing models | 1993-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016568 | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014946 | 1992-10-27 | Paper |
| The stability of a characterization of the bivariate Marshall-Olkin distribution | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3996033 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997022 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999495 | 1992-09-17 | Paper |
| Uniformities for the convergence in law and in probability | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989826 | 1992-06-28 | Paper |
| Max-geometric infinite divisibility and stability | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3977481 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362327 | 1992-01-01 | Paper |
| Rates of convergence of \(\alpha\)-stable random motions | 1991-01-01 | Paper |
| Approximate independence of distributions on spheres and their stability properties | 1991-01-01 | Paper |
| Mass transhipment problems and ideal metrics | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5202791 | 1991-01-01 | Paper |
| Association of stable random variables | 1990-01-01 | Paper |
| A note on the stability of the estimation of the exponential distribution | 1990-01-01 | Paper |
| A counterexample to a.s. constructions | 1990-01-01 | Paper |
| A characterization of random variables with minimum \(L^ 2\)-distance | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203758 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210010 | 1990-01-01 | Paper |
| On the rate of convergence of some functionals of a stochastic process | 1990-01-01 | Paper |
| A Transformation Property of Minimal Metrics | 1990-01-01 | Paper |
| Approximation of sums by compound Poisson distributions with respect to stop-loss distances | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3471257 | 1990-01-01 | Paper |
| Smoothing metrics for measures on groups | 1989-01-01 | Paper |
| Stable distributions for asset returns | 1989-01-01 | Paper |
| Rates for the CLT via new ideal metrics | 1989-01-01 | Paper |
| The problem of stability in queueing theory | 1989-01-01 | Paper |
| Estimates of the rate of convergence for max-stable processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201137 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352889 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363120 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3471271 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486623 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3496957 | 1989-01-01 | Paper |
| Maximum likelihood estimation of the bimodal failure rate for censored and tied observations | 1989-01-01 | Paper |
| Bounds for crude survival probabilities within competing risks framework and their statistical application | 1988-01-01 | Paper |
| Stability in the mean of the characterization of queueing models | 1988-01-01 | Paper |
| On the Statistical Inference from Survival Experiments with Two Types of Failure | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777838 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3816878 | 1988-01-01 | Paper |
| An ideal metric and the rate of convergence to a self-similar process | 1987-01-01 | Paper |
| The problem of stability in insurance mathematics | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029892 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3794960 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796507 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796555 | 1987-01-01 | Paper |
| Lévy-Prokhorov distance in a space of semicontinuous set functions | 1986-01-01 | Paper |
| Minimality of ideal probabilistic metrics | 1986-01-01 | Paper |
| Stability of some characterization properties of the exponential distribution | 1986-01-01 | Paper |
| Stability of the service process in a system of type M/M/1 | 1986-01-01 | Paper |
| Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions | 1986-01-01 | Paper |
| Ideal quadratic metrics | 1986-01-01 | Paper |
| A characterization of queueing models and its stability | 1986-01-01 | Paper |
| Stability of the characterization of the exponential law | 1986-01-01 | Paper |
| Metrics that are invariant relative to monotone transformations | 1986-01-01 | Paper |
| Uniformity in Weak and Vague Convergence | 1986-01-01 | Paper |
| Characterizations of inverse problems in queueing and their stability | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3759598 | 1986-01-01 | Paper |
| On a Class of Minimal Functionals on a Space of Probability Measures | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3692605 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694328 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696092 | 1985-01-01 | Paper |
| Maximum Likelihood Estimation of the Mortality Rate Function | 1985-01-01 | Paper |
| The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications | 1985-01-01 | Paper |
| Characterization problems in queueing and their stability | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3719549 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732815 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313011 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3679976 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683258 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687476 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713243 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3730709 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3779500 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221085 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221160 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3347016 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667676 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670270 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036359 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3040299 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957691 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3963769 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965326 | 1982-01-01 | Paper |
| Hausdorff metric structure of the space of probability measures | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694326 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3927962 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3949706 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207783 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946863 | 1978-01-01 | Paper |
