Thomas Mikosch

140 papers and 9.2k indexed citations i.

Thomas Mikosch has authored 140 papers that have received a total of 9.2k indexed citations. This includes 89 papers in Finance, 56 papers in Management Science and Operations Research and 56 papers in Mathematical Physics. The topics of these papers are Financial Risk and Volatility Modeling (74 papers), Probability and Risk Models (56 papers) and Stochastic processes and statistical mechanics (48 papers). Thomas Mikosch is often cited by papers focused on Financial Risk and Volatility Modeling (74 papers), Probability and Risk Models (56 papers) and Stochastic processes and statistical mechanics (48 papers) and collaborates with scholars based in Denmark, United States and Germany. Thomas Mikosch's co-authors include Claudia Klüppelberg, Richard A. Davis, Gennady Samorodnitsky, Olivier Wintenberger and Paul Embrechts and has published in prestigious journals such as Journal of the American Statistical Association, The Review of Economics and Statistics and Journal of Econometrics