AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Vicky Fasen Hartman

Vicky Fasen Hartman

Karlsruhe Institute of Technology - Karlsruhe / Germany
Others
AD Scientific Index ID: 1761484
Karlsruhe Institute of Technology
person_outline Vicky Fasen Hartman's MOST POPULAR ARTICLES
1-) Extremal behavior of stochastic volatility models Stochastic finance, 107-155, 2006
2-) Extremes of supOU processes Stochastic analysis and applications: The Abel symposium 2005, 339-359, 2005
3-) Risk contagion under regular variation and asymptotic tail independence Journal of Multivariate Analysis 165, 194-215, 2018
4-) Extremes of regularly varying Lévy-driven mixed moving average processes Advances in applied probability 37 (4), 993-1014, 2005
5-) Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration Journal of Econometrics 172 (2), 325-337, 2013