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Vincenzo Ferrazzano
Affine Models in Credit Risk
Masterarbeit
2008
German Straub
A Fractionally Integrated COGARCH(1,1) Model
Masterarbeit
2014
Xu Zhao
A Functional Version of the ARCH Model
Masterarbeit
2012
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
Thorsten Kud
A New Simple Multivariate COGARCH Model for Time Varying Correlations
Masterarbeit
2013
Otto Kähm
Assessing System Relevance of Financial Institutions Using Pair-Copula Constructions for Modeling
Masterarbeit
2014
Jan-Eric Egenolf
Asymptotic properties of the empirical spatial extremogram observed on an irregular grid
Masterarbeit
2018
Tobias Venus
A three factor Schwarz-Smith model for seasonal commodity pricing
Masterarbeit
2016
Johanna Mager
Automatic Threshold Selection of the Peaks Over Threshold Method
Masterarbeit
2015
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