- 2004
- Published
Change of structure in financial time series and the GARCH model
Mikosch, Thomas Valentin & Starica, C., 2004, In: Revstat Statistical Journal. 2, p. 16-41Research output: Contribution to journal › Journal article › Research › peer-review
- Published
How to Model Multivariate Extremes if One Must?
Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.Research output: Working paper › Research
- Published
Mathematical models in finance
Mikosch, Thomas Valentin & Embrechts, P., 2004, Encyclopedia of Life Support Systems (EOLSS): Developed under the Auspices of the UNESCO, EOLSS Publishers, Oxford, UK [www.eolss.net]. EOLSS Publishers, Oxford, UK, 16 p.Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- Published
Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects
Mikosch, Thomas Valentin & Starica, C., 2004, In: Review of Economics and Statistics. 86, p. 378--390Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Condensed Matter Physics and Exactly Soluble Models Selecta of Elliott H. Lieb
Nachtergaele, B., Solovej, Jan Philip & Yngvason, J., 2004, Springer.Research output: Book/Report › Book › Research
- Published
Statistical Mechanics. Selecta of Eliott H. Lieb
Nachtergaele, B., Solovej, Jan Philip & Yngvason, J., 2004, Springer.Research output: Book/Report › Book › Research › peer-review
- Published
Utility Maximization and Risk Minimization in Life and pension Insurance
Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.Research output: Working paper › Research
- Published
A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities
Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic densities of Maass newforms
Risager, Morten S., 2004, In: Journal of Number Theory. 109, 1, p. 96-119 24 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Modular symbols have a normal distribution
Risager, Morten S. & Petridis, Y. N., 2004, In: Geometric and Functional Analysis. 14, 5, p. 1013-1043 30 p.Research output: Contribution to journal › Journal article › Research › peer-review
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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Jordan norms for multilinear maps on C*-algebras and Grothendieck's inequalities
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