German StraubA Fractionally Integrated COGARCH(1,1) ModelMasterarbeit2014
Xu ZhaoA Functional Version of the ARCH ModelMasterarbeit2012
Thorsten KudA New Simple Multivariate COGARCH Model for Time Varying CorrelationsMasterarbeit2013
Tobias VenusA three factor Schwarz-Smith model for seasonal commodity pricing Masterarbeit2016
Stefan KienleActive Bayesian Causal Discovery for Gaussian Process NetworksMasterarbeit2022
Vincenzo FerrazzanoAffine Models in Credit RiskMasterarbeit2008
Zhongwei ZhangAn Algebraic Approach to Understanding Generalized Recursive Max-linear ModelMasterarbeit2018
Alexander Kreuzer Analysing the spatial dependency among fire danger indicesMasterarbeit2016
Petra HavlíckováAnalysis of Conditional Vine Copula Distributions Using Hamiltonian Monte CarloMasterarbeit2022
Otto KähmAssessing System Relevance of Financial Institutions Using Pair-Copula Constructions for ModelingMasterarbeit2014