German Straub
A Fractionally Integrated COGARCH(1,1) Model
Masterarbeit
2014

Carl Kristian Gomér Torp
A Framework for Dependence Analysis of Bivariate Financial Time Series
Masterarbeit
2025

Xu Zhao
A Functional Version of the ARCH Model
Masterarbeit
2012

Thorsten Kud
A New Simple Multivariate COGARCH Model for Time Varying Correlations
Masterarbeit
2013

Tobias Venus
A three factor Schwarz-Smith model for seasonal commodity pricing
Masterarbeit
2016

Stefan Kienle
Active Bayesian Causal Discovery for Gaussian Process Networks
Masterarbeit
2022

Vincenzo Ferrazzano
Affine Models in Credit Risk
Masterarbeit
2008

Zhongwei Zhang
An Algebraic Approach to Understanding Generalized Recursive Max-linear Model
Masterarbeit
2018

Alexander Kreuzer
Analysing the spatial dependency among fire danger indices
Masterarbeit
2016

Petra Havlícková
Analysis of Conditional Vine Copula Distributions Using Hamiltonian Monte Carlo
Masterarbeit
2022