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Number of items: **10**.

Grziska, Martin (2014): Multivariate GARCH and dynamic copula models for financial time series: with an application to emerging markets. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Yener, Serkan (2012): Nonparametric estimation of the jump component in financial time series. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Yener, Tina (2011): Risk management beyond correlation. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Racheva-Iotova, Borjana (2010): An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Wohlrabe, Klaus (2009): Forecasting with mixed-frequency time series models. Dissertation, LMU München: Faculty of Economics

Reese, Christof (2007): Grenzen der Quantifizierung operationeller Risiken. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Pigorsch, Christian (2007): Estimation of Continuous–Time Financial Models Using High–Frequency Data. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Kalcheva, Katerina (2006): Essays on the Empirics of Transition. Dissertation, LMU München: Faculty of Economics

Grzybowski, Lukasz (2005): Essays on Economics of Network Industries: Mobile Telephony. Dissertation, LMU München: Faculty of Economics

Cerquera, Daniel (2005): Dynamic R&D Incentives with Network Externalities. Dissertation, LMU München: Faculty of Economics