• Delerue, Thomas: Spatio-temporal processes of stochastic integral type. Dissertation, 2021 more… BibTeX


  • Kreuzer, Alexander: Bayesian time series modeling with copula structures. Dissertation, 2020 more… BibTeX


  • Barthel, Nicole: Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 more… BibTeX
  • Do Rego Sousa, Thiago: Simulation-based estimation of time series and stochastic volatility processes. Dissertation, 2019 more… BibTeX
  • Pham, Viet Son: Stochastic modeling in space and time with Lévy-driven random fields. Dissertation, 2019 more… BibTeX


  • Gissibl, Nadine: Graphical modeling of extremes – Max-linear models on directed acyclic graphs. Dissertation, 2018 more… BibTeX
  • Nagler, Thomas: Nonparametric estimation in simplified vine copula models. Dissertation, 2018 more… BibTeX


  • Buhl, Sven: Statistical Modelling and Estimation of Space-Time Extremes. Dissertation, 2017 more… BibTeX
  • Erhardt, Tobias Michael: Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 more… BibTeX
  • Killiches, Matthias Markus: Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 more… BibTeX
  • Klepsch, Johannes: Time series analysis in Hilbert spaces – Estimation of functional linear processes and prediction of traffic. Dissertation, 2017 more… BibTeX
  • Kraus, Daniel: D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 more… BibTeX
  • Müller, Dominik Thomas: Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 more… BibTeX


  • Chong, Carsten: Tempo-Spatial Stochastic Integral Processes: Theory and Applications. Dissertation, 2015 more… BibTeX
  • Gruber, Lutz Fabian: Bayesian Modeling of General Multivariate Problems and High-Dimensional Time Series. Dissertation, 2015 more… BibTeX
  • Seifert, Miriam Isabel: Conditional extreme value analysis for random vectors using polar representations. Dissertation, 2015 more… BibTeX


  • Schepsmeier, Ulf: Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 more… BibTeX
  • Zhang, Ran: Efficient Parameter Estimation in the High-Dimensional Inverse Problem of Seismic Tomography. Dissertation, 2014 more… BibTeX


  • Bauer, Alexander: Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 more… BibTeX
  • Brechmann, Eike Christian: Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 more… BibTeX
  • Ferrazzano, Vincenzo: Turbulence modelling by time-series methods – A non-parametric approach. Dissertation, 2013 more… BibTeX
  • Fuchs, Florian: Spectral Analysis of High-Frequency Continuous-Time ARMA Models. Dissertation, 2013 more… BibTeX
  • Steinkohl, Christina Katharina: Statistical Modelling of Extremes in Space and Time Using Max-Stable Processes. Dissertation, 2013 more… BibTeX
  • Stöber, Jakob: Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 more… BibTeX
  • Ueltzhöfer, Florian Alexander Johann: On the estimation of jumps of continuous-time stochastic processes. Dissertation, 2013 more… BibTeX


  • Fink, Holger: Stochastic processes beyond semimartingales with application to interest rates, credit risk and volatility modeling. Dissertation, 2012 more… BibTeX
  • Moser, Martin: Extremal Behavior of Multivariate Mixed Moving Average Processes and of Random Walks with Dependent Increments. Dissertation, 2012 more… BibTeX
  • Pfaffel, Oliver: Eigenvalues of Large Random Matrices with Dependent Entries and Strong Solutions of SDEs. Dissertation, 2012 more… BibTeX


  • Esmaeili, Habib: Parameter Estimation of Multivariate Lévy Processes. Dissertation, 2011 more… BibTeX
  • Hepperger, Peter: Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations. Dissertation, 2011 more… BibTeX
  • Schlemm, Eckhard: Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries. Dissertation, 2011 more… BibTeX


  • Erhardt, Vinzenz: Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 more… BibTeX


  • Böcker, Klaus: Quantifying Risk: Modelling and Estimation. Dissertation, 2009 more… BibTeX
  • Eder, Irmingard: First passage events and multivariate regular variation for dependent Lévy processes with Applications in Insurance. Dissertation, 2009 more… BibTeX


  • Haug, Stephan: Exponential COGARCH and other continuous time models – with applications to high frequency data. Dissertation, 2007 more… BibTeX
  • Stelzer, Robert Josef: Multivariate Continuous time stochastic volatility models driven by a Lévy process. Dissertation, 2007 more… BibTeX


  • Gschlößl, Susanne: Hierarchical Bayesian spatial regression models with applications to non-life insurance. Dissertation, 2006 more… BibTeX
  • Kostadinov, Krassimir: Portfolio Credit Risk Modelling With Heavy-Tailed Risk Factors. Dissertation, 2006 more… BibTeX
  • Kostadinova, Radostina Ilieva: Integrated risk management when the stock price follows an exponential Levy process. Dissertation, 2006 more… BibTeX
  • Kuhn, Gabriel: On Dependence and Extremes. Dissertation, 2006 more… BibTeX
  • Marquardt, Tina Marie: Fractional Lévy Processes, CARMA Processes and Related Topics. Dissertation, 2006 more… BibTeX


  • Fasen, Vicky Maria: Extremes of Lévy Driven Moving Average Processes with Applications in Finance. Dissertation, 2004 more… BibTeX
  • Müller, Gernot: Regression Models for Ordinal Valued Time Series – Estimation and Applications in Finance. Dissertation, 2004 more… BibTeX
  • Prokopenko, Sergiy: Hierarchical Binary Spatial Regression Models with Cluster Effects. Dissertation, 2004 more… BibTeX


  • Emmer, Susanne: Optimal Portfolios with Bounded Downside Risks. Dissertation, 2002 more… BibTeX
  • Kunz, Andreas: Extremes of Multidimensional Stationary Diffusion Processes and Applications in Finance. Dissertation, 2002 more… BibTeX
  • Kühn, Christoph: Shocks and Choices - an Analysis of Incomplete Market Models. Dissertation, 2002 more… BibTeX

Further PhD Theses

  • Högn, Ralph: Multiresolution Analysis of Long Time Series with Applications to Finance. Dissertation, 2005 more…
  • Severin, Martin: Modelling Delay in Claim Settlement: Estimation and Prediction of IBNR Claims. Dissertation, 2002 more…
  • Borkovec, Milan: Large Fluctuations in Financial Models. Dissertation, 1999 more…