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Endo, K., Matsui, M.The stationarity of multidimensional generalized Ornstein-Uhlenbeck processesStatistics & Probability Letters200878142265-2272
Böcker, K. and Hillebrand, M. Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregationTechnical report2008
Bertoin, J., Lindner, A., Maller, R.Donati-Martin, C., Émery, M., Rouault, A. und Stricker, C. (Eds.)On continuity properties of integrals of Lévy processes137-159Donati-Martin, C., Émery, M., Rouault, A. und Stricker, C.: Séminaire de Probabilités Springer2008
Klüppelberg, C., Kuhn, G., Peng, L. Semi-parametric models for the multivariate tail dependence function - the asymptotically dependent caseScand. J. Stat.2008354701-718
Bernhardt, C.,Klüppelberg, C., Meyer-Brandis, T. Estimating high quantiles for electricity prices by stable linear modelsJournal of Energy Markets 2008113-19
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