Stephan Haug

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Stephan Haug trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thomas Mikosch
  2. Claudia Klüppelberg
  3. A. Lindner
  4. C. Starica
  5. Ross Maller

Who trusts Stephan Haug overall

  1. Ross Maller
  2. Gernot J. Müller
  3. Alexander Szimayer

Papers from Stephan Haug's perspective

Ordered by how strongly the researchers Stephan Haug trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  2. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
  3. Generalized autoregressive conditional heteroskedasticity
  4. Stochastic Volatility: Selected Readings
  5. Modelling Extremal Events for Insurance and Finance
  6. Regular variation of GARCH processes
  7. Time Series: Theory and Methods
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Superposition of Ornstein--Uhlenbeck Type Processes
  10. Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models

Their papers