The following pages link to Stephan Haug (Q458104):
Displaying 9 items.
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Copula structure analysis based on extreme dependence (Q1747434) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- Mixed effect models for absolute log returns of ultra high frequency data (Q3439758) (← links)
- Indirect Inference for Lévy‐driven continuous‐time GARCH models (Q5242892) (← links)
- Method of moment estimation in the COGARCH(1,1) model (Q5427673) (← links)
- An Exponential Continuous-Time GARCH Process (Q5448745) (← links)
