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Haug, Stephan

Co-Author Distance
Author ID: haug.stephan Recent zbMATH articles by "Haug, Stephan"
Published as: Haug, Stephan; Haug, S.
External Links: MGP · ORCID
Documents Indexed: 10 Publications since 2006, including 1 Additional arXiv Preprint
Co-Authors: 11 Co-Authors with 10 Joint Publications
353 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
6 Klüppelberg, Claudia
2 Czado, Claudia
2 Peng, Liang
1 do Rêgo Sousa, Thiago
1 Jaser, Miriam
1 Kuhn, Gabriel
1 Lindner, Alexander M.
1 Min, Aleksey
1 Stelzer, Robert
1 Straub, German
1 Zapp, M.
all top 5

Serials

2 Journal of the Korean Statistical Society
1 Scandinavian Journal of Statistics
1 Journal of Applied Probability
1 The Econometrics Journal
1 Econometric Theory
1 Applied Stochastic Models in Business and Industry
1 Statistics and Its Interface
1 Dependence Modeling

Fields

7 Statistics (62-XX)
7 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Probability theory and stochastic processes (60-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 58 times in 54 Documents Cited by ▼ Year ▼
Method of moment estimation in the COGARCH\((1,1)\) model. Zbl 1186.91231
Haug, S.; Klüppelberg, C.; Lindner, A.; Zapp, M.
25
2007
Statistical models and methods for dependence in insurance data. Zbl 1296.62205
Haug, Stephan; Klüppelberg, Claudia; Peng, Liang
11
2011
An exponential continuous-time GARCH process. Zbl 1132.60308
Haug, Stephan; Czado, Claudia
9
2007
A simple non-parametric goodness-of-fit test for elliptical copulas. Zbl 1393.62026
Jaser, Miriam; Haug, Stephan; Min, Aleksey
6
2017
Copula structure analysis based on extreme dependence. Zbl 1407.62164
Klüppelberg, Claudia; Haug, Stephan; Kuhn, Gabriel
3
2015
Indirect inference for Lévy-driven continuous-time GARCH models. Zbl 1433.62269
do Rêgo Sousa, Thiago; Haug, Stephan; Klüppelberg, Claudia
3
2019
Multivariate ECOGARCH processes. Zbl 1210.62119
Haug, Stephan; Stelzer, Robert
1
2011
Indirect inference for Lévy-driven continuous-time GARCH models. Zbl 1433.62269
do Rêgo Sousa, Thiago; Haug, Stephan; Klüppelberg, Claudia
3
2019
A simple non-parametric goodness-of-fit test for elliptical copulas. Zbl 1393.62026
Jaser, Miriam; Haug, Stephan; Min, Aleksey
6
2017
Copula structure analysis based on extreme dependence. Zbl 1407.62164
Klüppelberg, Claudia; Haug, Stephan; Kuhn, Gabriel
3
2015
Statistical models and methods for dependence in insurance data. Zbl 1296.62205
Haug, Stephan; Klüppelberg, Claudia; Peng, Liang
11
2011
Multivariate ECOGARCH processes. Zbl 1210.62119
Haug, Stephan; Stelzer, Robert
1
2011
Method of moment estimation in the COGARCH\((1,1)\) model. Zbl 1186.91231
Haug, S.; Klüppelberg, C.; Lindner, A.; Zapp, M.
25
2007
An exponential continuous-time GARCH process. Zbl 1132.60308
Haug, Stephan; Czado, Claudia
9
2007
all cited Publications top 5 cited Publications
all top 5

Cited by 96 Authors

6 Klüppelberg, Claudia
6 Stelzer, Robert
4 Hashorva, Enkelejd
3 do Rêgo Sousa, Thiago
2 Bibi, Abdelouahab
2 Brockwell, Peter John
2 Ferrazzano, Vincenzo
2 Genest, Christian
2 Haug, Stephan
2 Jaser, Miriam
2 Merahi, Fateh
2 Min, Aleksey
2 Müller, Gernot J.
2 Nešlehová, Johanna G.
2 Peng, Liang
2 Vestweber, Johanna
1 Afendras, Georgios
1 Arı, Yakup
1 Asimit, Alexandru V.
1 Bayracı, Selçuk
1 Bayramoğlu, Ismihan G.
1 Bayramoglu, Konul
1 Behme, Anita Diana
1 Bibbona, Enrico
1 Bingham, Nicholas Hugh
1 Bücher, Axel
1 Chautru, Emilie
1 Cormier, Eric
1 Davis, Richard A.
1 Derumigny, Alexis
1 Fasen-Hartmann, Vicky
1 Fasen, Vicky
1 Fermanian, Jean-David
1 Fine, Jason Peter
1 Fuchs, Florian
1 Gasmi, Laid
1 Gerrard, Russell
1 Gilmore, John H.
1 Grynkiv, Iaryna
1 Hou, Yanxi
1 Hu, Jianqiang
1 Hubalek, Friedrich
1 Iacus, Stefano Maria
1 Jacod, Jean
1 Janßen, Anja
1 Kimmig, Sebastian
1 Klößner, Stefan
1 Krali, Mario
1 Laiche, Nabil
1 Langworthy, Benjamin W.
1 Lee, Oesook
1 Li, Deyuan
1 Ling, Chengxiu
1 Liu, Aiai
1 Maller, Ross Arthur
1 Marín, Juan Miguel
1 Matsui, Muneya
1 Mayerhofer, Eberhard
1 Mayr, Kathrin
1 Mercuri, Lorenzo
1 Mesfioui, Mhamed
1 Missaoui, Badr
1 Modarresi, Navideh
1 Mohammadi, Mohammad Hassan
1 Negri, Ilia
1 Papadatos, Nickos
1 Peng, Zuoxiang
1 Piperigou, Violetta E.
1 Posedel, Petra
1 Qu, Leming
1 Quessy, Jean-François
1 Ratovomirija, Gildas
1 Rezakhah, Saeid
1 Rodriguez-Bernal, Maria Teresa
1 Rroji, Edit
1 Shieh, Narn-Rueih
1 Stephens, Rebecca L.
1 Sun, Hao
1 Szimayer, Alex
1 Tamraz, Maissa
1 Tauchen, George E.
1 Todorov, Viktor
1 Unal, Gazanfer
1 Vinoth, Raman Rangan
1 Wan, Phyllis
1 Wang, Hansheng
1 Wang, Ruodu
1 Wu, Yanfeng
1 Yang, Jingping
1 Yang, Xiangyu
1 Yang, Yang
1 Yin, Wotao
1 Yu, Bo
1 Zeghdoudi, Halim
1 Zhang, Qingzhao
1 Zheng, Zeyu
all top 5

Cited in 29 Serials

5 Journal of Multivariate Analysis
5 Journal of Time Series Analysis
3 Scandinavian Journal of Statistics
3 Journal of Applied Probability
3 Bernoulli
3 Electronic Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Insurance Mathematics & Economics
2 Communications in Statistics. Theory and Methods
2 Stochastic Processes and their Applications
2 Extremes
2 Scandinavian Actuarial Journal
2 Stochastics
2 Dependence Modeling
1 Physica A
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Statistics & Probability Letters
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Computational Statistics and Data Analysis
1 Statistical Papers
1 Finance and Stochastics
1 Probability in the Engineering and Informational Sciences
1 Econometric Theory
1 Quantitative Finance
1 Journal of the Korean Statistical Society
1 Journal of Applied Mathematics & Informatics
all top 5

Cited in 9 Fields

48 Statistics (62-XX)
28 Probability theory and stochastic processes (60-XX)
12 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Numerical analysis (65-XX)
1 Combinatorics (05-XX)
1 Ordinary differential equations (34-XX)
1 Sequences, series, summability (40-XX)
1 Integral equations (45-XX)
1 Statistical mechanics, structure of matter (82-XX)

Citations by Year