Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor

Most downloads

  1. 470 downloads
    Published

    Aggregation of log-linear risks

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. 458 downloads
    Published

    General inverse problems for regular variation

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 70 downloads
    Published

    A Fourier analysis of extreme events

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 35 downloads
    Published

    Distance covariance for stochastic processes

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 15 downloads
    Published

    The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails

    Research output: Contribution to journalJournal articleResearchpeer-review

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