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

Hannes Hoffmann
CARMA-Stable Models for Forward Prices
Masterarbeit
2013

Johannes Klepsch
Conditional Correlation in Financial Returns, A Model Free Approach
Masterarbeit
2013

Eva Scheungrab
Copula Based Discriminant Analysis with Application
Masterarbeit
2013

Kathrin Mayr
Der asymmetrische COGARCH: Seine Definition, Approximation und Schätzung
Masterarbeit
2013

Hannes H. Haferkorn
Distorted Risk Measures and Backward Stochastic Differential Equations
Masterarbeit
2013

Marlit Granzer
Estimation of COGARCH Models with Implementation in R
Masterarbeit
2013

Martina Beil
Modeling Dependencies among Financial Asset Returns Using Copulas
Masterarbeit
2013

Sven Buhl
Modelling and Estimation of Extremes in Space and Time
Masterarbeit
2013

Amina Boukharrata
Nonparametric Estimation of Three Dimensional Pair-Copula Constructions
Masterarbeit
2013