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    60 research outputs found

    Modeling dependence and tails of financial time series

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    H.C.Ø.-Tryk
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    Copenhagen University Research Information System

    Non-Life Insurance Mathematics:An Introduction with the Poisson Process, Second Edition

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    'Springer Fachmedien Wiesbaden GmbH'
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    Copenhagen University Research Information System

    How to Model Multivariate Extremes if One Must?

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    H.C.Ø.-Tryk
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    Copenhagen University Research Information System

    Towards estimating extremal serial dependence via the bootstrapped extremogram.

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    Copenhagen University Research Information System

    Non-Life Insurance Mathematics. An Introduction with Stochastic Processes

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    'Springer Fachmedien Wiesbaden GmbH'
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    Copenhagen University Research Information System

    Modelling dependence and tails of financial time series

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    'Chapman University'
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    Copenhagen University Research Information System

    Copulas: tales and facts. Discussion paper with a rejoinder.

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    Copenhagen University Research Information System

    Extreme value theory for GARCH processes

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    'Springer Fachmedien Wiesbaden GmbH'
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    Copenhagen University Research Information System

    <strong>Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach</strong>

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    Copenhagen University Research Information System

    Mathematical models in finance

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    EOLSS Publishers, Oxford, UK
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    Copenhagen University Research Information System
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