T. Mikosch : rechercher sur Z-Library

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1

Handbook of Financial Time Series Volume 1 || Copula–Based Models for Financial Time Series

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 478 KB

english, 2009

2

Handbook of Financial Time Series || An Introduction to Univariate GARCH Models

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 690 KB

english, 2009

3

Uniforms for Civilians: On the History of Uniforms as Symbolic Communication

Haas, Stefan, Hackspiel-Mikosch, Elisabeth

Journal:

Fashion Theory The Journal of Dress Body & Culture

Année:

2001

Langue:

english

Fichier:

PDF, 138 KB

english, 2001

4

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.by Gennady Samorodnitsky; Murad S. Taqqu

Review by: Thomas Mikosch

Journal:

Journal of the American Statistical Association

Année:

1995

Langue:

english

Fichier:

PDF, 545 KB

english, 1995

5

Functional limit theorems for random quadratic forms

Journal:

Stochastic Processes and their Applications

Année:

1991

Langue:

english

Fichier:

PDF, 894 KB

english, 1991

6

Large Deviations of Heavy-Tailed Sums with Applications in Insurance

T. Mikosch, A.V. Nagaev

Journal:

Année:

1998

Langue:

english

Fichier:

PDF, 186 KB

english, 1998

7

Handbook of Financial Time Series Volume 49 || Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 532 KB

english, 2009

8

Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects

Thomas Mikosch and Cătălin Stărică

Journal:

Review of Economics and Statistics

Année:

2004

Langue:

english

Fichier:

PDF, 935 KB

english, 2004

9

Handbook of Financial Time Series || An Overview of Asset–Price Models

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 487 KB

english, 2009

10

Handbook of Financial Time Series || Modelling Financial High Frequency Data Using Point Processes

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 597 KB

english, 2009

11

Handbook of Financial Time Series || Resampling and Subsampling for Financial Time Series

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 525 KB

english, 2009

12

Lévy Processes || Modelling by Lévy Processess for Financial Econometrics

Barndorff-Nielsen, Ole E., Resnick, Sidney I., Mikosch, Thomas

Année:

2001

Langue:

english

Fichier:

PDF, 3.03 MB

english, 2001

13

Large deviations of heavy-tailed random sums with applications in insurance and finance

Klüppelberg, C., Mikosch, T.

Journal:

Journal of Applied Probability

Année:

1997

Langue:

english

Fichier:

PDF, 1.43 MB

english, 1997

14

Interpretation of vibrational spectra by intensity calculations with semi-empirical methods

Journal:

Journal of Molecular Structure

Année:

1990

Langue:

english

Fichier:

PDF, 311 KB

english, 1990

15

Raman spectroscopic study of the bromine storing complex phase in a zinc-flow battery

G. Bauer, J. Drobits, C. Fabjan, H. Mikosch, P. Schuster

Journal:

Journal of Electroanalytical Chemistry

Année:

1997

Langue:

english

Fichier:

PDF, 768 KB

english, 1997

16

Effects of thyroid disorders on the bone

Journal:

Wiener Medizinische Wochenschrift

Année:

2005

Fichier:

PDF, 164 KB

2005

17

Copulas: Tales and facts

Journal:

Année:

2006

Langue:

english

Fichier:

PDF, 381 KB

english, 2006

18

Copulas: Tales and facts—rejoinder

Journal:

Année:

2006

Langue:

english

Fichier:

PDF, 225 KB

english, 2006

19

Modeling teletraffic arrivals by a Poisson cluster process

Gilles Faÿ, Bárbara González-Arévalo, Thomas Mikosch, Gennady Samorodnitsky

Journal:

Queueing Systems

Année:

2006

Langue:

english

Fichier:

PDF, 519 KB

english, 2006

20

The Value of Imaging Methods with Emphasis on PET/CT in Head and Neck Tumours: a Comparison between a Novel Diagnostic Regime Using 18 F-FDG PET and Conventional Techniques – Own Results and Literature Review

Kresnik, E., Mikosch, P., Gallowitsch, H. J., Kohlfürst, S., Lind, P.

Journal:

Imaging Decisions MRI

Année:

2007

Langue:

english

Fichier:

PDF, 672 KB

english, 2007

21

Rates in Approximations to Ruin Probabilities for Heavy-Tailed Distributions

Thomas Mikosch, Alexander Nagaev

Journal:

Année:

2001

Langue:

english

Fichier:

PDF, 85 KB

english, 2001

22

How do ER export motifs work on ion channel trafficking?

Melanie Mikosch, Ulrike Homann

Journal:

Current Opinion in Plant Biology

Année:

2009

Langue:

english

Fichier:

PDF, 218 KB

english, 2009

23

Towards estimating extremal serial dependence via the bootstrapped extremogram

Richard A. Davis, Thomas Mikosch, Ivor Cribben

Journal:

Journal of Econometrics

Année:

2012

Langue:

english

Fichier:

PDF, 311 KB

english, 2012

24

Handbook of Financial Time Series || Multivariate GARCH Models

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 716 KB

english, 2009

25

Lévy Processes || Series Representations of Lévy Processes from the Perspective of Point Processes

Barndorff-Nielsen, Ole E., Resnick, Sidney I., Mikosch, Thomas

Année:

2001

Langue:

english

Fichier:

PDF, 1.41 MB

english, 2001

26

Handbook of Financial Time Series || Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 624 KB

english, 2009

27

Handbook of Financial Time Series || Evaluating Volatility and Correlation Forecasts

Mikosch, Thomas, Kreiß, Jens-Peter, Davis, Richard A., Andersen, Torben Gustav

Année:

2009

Langue:

english

Fichier:

PDF, 838 KB

english, 2009

28

Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects

Mikosch, Thomas, Stărică, Cătălin

Journal:

Review of Economics and Statistics

Année:

2004

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2004

29

Precise large deviations for dependent regularly varying sequences

Thomas Mikosch, Olivier Wintenberger

Journal:

Probability Theory and Related Fields

Année:

2013

Langue:

english

Fichier:

PDF, 394 KB

english, 2013

30

Estimation of the tail index for lattice-valued sequences

Matsui, Muneya, Mikosch, Thomas, Tafakori, Laleh

Journal:

Année:

2013

Langue:

english

Fichier:

PDF, 509 KB

english, 2013

31

Laws of Small Numbers: Extremes and Rare Eventsby Michael Falk; Jurg Hüsler; Rolf-Dieter Reiss

Review by: Thomas Mikosch

Journal:

Journal of the American Statistical Association

Année:

1995

Langue:

english

Fichier:

PDF, 783 KB

english, 1995

32

Foundations of Modern Probabilityby Olav Kallenberg

Review by: Thomas Mikosch

Journal:

Journal of the American Statistical Association

Année:

1998

Langue:

english

Fichier:

PDF, 92 KB

english, 1998

33

Regular Variation in the Mean and Stable Limits for Poisson Shot Noise

Claudia Klüppelberg, Thomas Mikosch and Anette Schärf

Journal:

Année:

2003

Langue:

english

Fichier:

PDF, 2.36 MB

english, 2003

34

Stochastic Integral Equations without Probability

Thomas Mikosch and Rimas Norvaiša

Journal:

Année:

2000

Langue:

english

Fichier:

PDF, 2.75 MB

english, 2000

35

Is Network Traffic Approximated by Stable Lévy Motion or Fractional Brownian Motion?

Thomas Mikosch, Sidney Resnick, Holger Rootzén and Alwin Stegeman

Journal:

The Annals of Applied Probability

Année:

2002

Langue:

english

Fichier:

PDF, 3.02 MB

english, 2002

36

[Advanced Series on Statistical Science and Applied Probability] Elementary Stochastic Calculus, with Finance in View Volume 6 || BACK MATTER

Mikosch, Thomas

Année:

1998

Langue:

english

Fichier:

PDF, 1.66 MB

english, 1998

37

[Advanced Series on Statistical Science and Applied Probability] Elementary Stochastic Calculus, with Finance in View Volume 6 || FRONT MATTER

Mikosch, Thomas

Année:

1998

Langue:

english

Fichier:

PDF, 501 KB

english, 1998

38

Fractional moments of solutions to stochastic recurrence equations

Mikosch, Thomas, Samorodnitsky, Gennady, Tafakori, Laleh

Journal:

Journal of Applied Probability

Année:

2013

Langue:

english

Fichier:

PDF, 179 KB

english, 2013

39

Lévy Processes || Application of Generalized Hyperbolic Lévy Motions to Finance

Barndorff-Nielsen, Ole E., Resnick, Sidney I., Mikosch, Thomas

Année:

2001

Langue:

english

Fichier:

PDF, 1.87 MB

english, 2001

40

Von jüdischen Wucherern und christlichen Predigern. Eine Spurensuche

Mikosch, Gunnar

Journal:

Année:

2012

Langue:

german

Fichier:

PDF, 157 KB

german, 2012

41

Empirical Process Techniques for Dependent Data ||

Dehling, Herold, Mikosch, Thomas, Sørensen, Michael

Année:

2002

Langue:

english

Fichier:

PDF, 54.81 MB

english, 2002

42

Parameter Estimation for ARMA Models with Infinite Variance Innovations

Thomas Mikosch, Tamar Gadrich, Claudia Kluppelberg and Robert J. Adler

Journal:

The Annals of Statistics

Année:

1995

Langue:

english

Fichier:

PDF, 1.42 MB

english, 1995

43

Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

Dimitrios G. Konstantinides and Thomas Mikosch

Journal:

The Annals of Probability

Année:

2005

Langue:

english

Fichier:

PDF, 2.93 MB

english, 2005

44

Clinical outcome of radiosynoviorthesis: a meta-analysis including 2190 treated joints

KRESNIK, E., MIKOSCH, P., GALLOWITSCH, H. J., JESENKO, R., JUST, H., KOGLER, D., GASSER, J., HEINISCH, M., UNTERWEGER, O., KUMNIG, G., GOMEZ, I., LIND, P.

Journal:

Nuclear Medicine Communications

Année:

2002

Langue:

english

Fichier:

PDF, 114 KB

english, 2002

45

Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series

Davis, Richard A., Heiny, Johannes, Mikosch, Thomas, Xie, Xiaolei

Journal:

Année:

2016

Langue:

english

Fichier:

PDF, 1.25 MB

english, 2016

46

Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case

Heiny, Johannes, Mikosch, Thomas

Journal:

Stochastic Processes and their Applications

Année:

2016

Langue:

english

Fichier:

PDF, 568 KB

english, 2016

47

Synthesis and Optical Characterization of Hybrid Organic–Inorganic Heterofluorene Polymers

Fell, Valentin H. K., Mikosch, Annabel, Steppert, Ann-Kathrin, Ogieglo, Wojciech, Senol, Erdem, Canneson, Damien, Bayer, Manfred, Schoenebeck, Franziska, Greilich, Alex, Kuehne, Alexander J. C.

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 1.28 MB

english, 2017

48

The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model

Janssen, Anja, Mikosch, Thomas, Rezapour, Mohsen, Xie, Xiaolei

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 418 KB

english, 2018

49

Extreme-ultraviolet refractive optics

Drescher, L., Kornilov, O., Witting, T., Reitsma, G., Monserud, N., Rouzée, A., Mikosch, J., Vrakking, M. J. J., Schütte, B.

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 3.74 MB

english, 2018

50

Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?

Mikosch, Heiner, Zhang, Ying

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 1.46 MB

english, 2014