Mikosch, Thomas
University of Copenhagen
2 papers on CoChatORCID 0000-0003-3091-6661
Most cited papers
- Verified
Modelling Extremal Events
Embrechts, P., Klüppelberg, C., & Mikosch, T. (1997) · Springer eBooks
Probability and Risk ModelsFinancial Risk and Volatility Modeling
Cited by 4,402
- Verified
Regularly varying functions
Jessen, H., & Mikosch, T. (2006) · Publications de l'Institut Mathematique
Probability and Statistical ResearchProbability and Risk Models
Cited by 236
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