Stephan Haug und Claudia Klüppelberg - Info zur Person

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TUM - Festkolloquium in Honor of Professor Claudia Klüppelberg

portal.mytum.de

Lehrstuhl für Mathematische Statistik. Ansprechpartner. Stephan Haug. Weitere Informationen unter: http://go.tum.de · Back to Calendar.

Fractionally Integrated COGARCH Processes

ideas.repec.org

Stephan Haug & Claudia Klüppelberg & German Straub, "Fractionally Integrated COGARCH Processes," Journal of Financial Econometrics, Society for ...

[ ] Indirect Inference for Lévy-driven continuous-time GARCH...

arxiv.org

von TR Sousa · · Zitiert von: 6 — Title:Indirect Inference for Lévy-driven continuous-time GARCH models. Authors:Thiago do Rêgo Sousa, Stephan Haug, Claudia Klüppelberg. › stat

Indirect Inference for Lévy-Driven Continuous-Time ...Social Science Research Network

papers.ssrn.com

von T do Rego Sousa · · Zitiert von: 6 — Thiago do Rego Sousa · Stephan Haug · Claudia Klüppelberg · Do you have a job opening that you would like to promote on SSRN? · Paper statistics.

Method of moment estimation in the COGARCH(1,1) modelWiley

onlinelibrary.wiley.com

von S Haug · · Zitiert von: 94 — Stephan Haug, Claudia Klüppelberg, German Straub, Fractionally Integrated COGARCH Processes*, Journal of Financial Econometrics, jjfinec ... › ...

fractionally integrated cogarch processesInternet Archive Scholar

scholar.archive.org

von S HAUG · Zitiert von: 1 — ... STEPHAN HAUG, CLAUDIA KLÜPPELBERG AND GERMAN STRAUB. Another related approach replaces the fractional Brownian motion driving process by a fractional Lévy.

People Statistics - Department of Mathematics - TUMTUM

www.math.cit.tum.de

Stephan Haug · E-Mail Tel.: TUM Kein Bild. Ph.D. Ben Hollering · E-Mail Tel.: TUM Portrait. Prof. Dr. Claudia Klüppelberg · E-Mail. Kein Bild.

Statistical models and methods for dependence in insurance ...springer.com

link.springer.com

von S Haug · · Zitiert von: 42 — Stephan Haug. Technische Universität München, Garching, Germany. Claudia Klüppelberg. › article

TUMcampus by Technische Universität München - Issuu

issuu.com

— Die Organisatoren, Dr. Stephan Haug von TUM|Stat – Statistische Beratung der TUM, und Prof. Claudia Klüppelberg, Ordinaria für Mathematische ... › tum-ccc › docs › tumcampus_2012_1

CrossRef TDM - Korean Journal of Anesthesiology

ekja.org

Stephan Haug, Claudia Klüppelberg, Liang Peng. Journal of the Korean Statistical Society ;40(2): Crossref logo. Link1 Link › journal › crossRef...

CrossRef Text and Data MiningJournal of Health Informatics and Statistics

e-jhis.org

Stephan Haug, Claudia Klüppelberg, Liang Peng. Journal of the Korean Statistical Society ;40(2): Crossref logo · Link1 Link2. This metadata service ...

Indirect Inference for Lévy-driven continuous-time GARCH ...

researchain.net

von T do Rêgo Sousa · Zitiert von: 5 — Thiago do Rêgo Sousa, Stephan Haug, Claudia Klüppelberg. Abstract. We advocate the use of an Indirect Inference method to estimate the parameter of a ... › pdf › Indir...

SII vol. 8 (2015) no. 1 article 9International Press of Boston

www.intlpress.com

von C Klüppelberg · · Zitiert von: 12 — Claudia Klüppelberg (Zentrum Mathematik, Technische Universität München, Garching, Germany). Stephan Haug (Zentrum Mathematik, Technische ...

[ v1] Indirect Inference for Lévy-driven continuous-time...

128.84.21.199

Title:Indirect Inference for Lévy-driven continuous-time GARCH models. Authors:Thiago do Rêgo Sousa, Stephan Haug, Claudia Klüppelberg.

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