| Modelling extremal events: for insurance and finance P Embrechts, C Klüppelberg, T Mikosch Springer Science & Business Media, 2013 | 10233 | 2013 |
| Non-life insurance mathematics E Straub, Swiss Association of Actuaries (Zürich) Springer, 1988 | 922 | 1988 |
| Elementary stochastic calculus with finance in view T Mikosch World scientific, 1998 | 762 | 1998 |
| Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects T Mikosch, C Stărică Review of Economics and Statistics 86 (1), 378-390, 2004 | 691 | 2004 |
| Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001 | 591 | 2001 |
| Handbook of financial time series TG Andersen, RA Davis, JP Kreiß, TV Mikosch Springer Science & Business Media, 2009 | 589* | 2009 |
| Limit theory for the sample autocorrelations and extremes of a GARCH (1, 1) process T Mikosch The Annals of Statistics 28 (5), 1427-1451, 2000 | 502 | 2000 |
| Regular variation of GARCH processes B Basrak, RA Davis, T Mikosch Stochastic processes and their applications 99 (1), 95-115, 2002 | 450 | 2002 |
| Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach D Straumann, T Mikosch | 421 | 2006 |
| Is network traffic appriximated by stable Lévy motion or fractional Brownian motion? T Mikosch, S Resnick, H Rootzén, A Stegeman The annals of applied probability 12 (1), 23-68, 2002 | 412 | 2002 |
| Copulas: Tales and facts--rejoinder T Mikosch Extremes 9 (1), 55-62, 2006 | 330 | 2006 |
| Regularly varying functions HA Jessen, T Mikosch Publications de L'institut Mathematique 80 (94), 171-192, 2006 | 291 | 2006 |
| The extremogram: A correlogram for extreme events RA Davis, T Mikosch | 265 | 2009 |
| Extreme values in finance, telecommunications, and the environment B Finkenstadt, H Rootzén CRC Press, 2003 | 263 | 2003 |
| Large deviations of heavy-tailed random sums with applications in insurance and finance C Klüppelberg, T Mikosch Journal of Applied Probability 34 (2), 293-308, 1997 | 257 | 1997 |
| Parameter estimation for ARMA models with infinite variance innovations T Mikosch, T Gadrich, C Kluppelberg, RJ Adler The Annals of Statistics, 305-326, 1995 | 257 | 1995 |
| The sample autocorrelations of heavy-tailed processes with applications to ARCH RA Davis, T Mikosch The Annals of Statistics 26 (5), 2049-2080, 1998 | 252 | 1998 |
| Estimation in conditionally heteroscedastic time series models D Straumann Springer Science & Business Media, 2006 | 244 | 2006 |
| Empirical process techniques for dependent data H Dehling, W Philipp Empirical process techniques for dependent data, 3-113, 2002 | 241 | 2002 |
| Large deviations of heavy-tailed sums with applications in insurance T Mikosch, AV Nagaev Extremes 1, 81-110, 1998 | 235 | 1998 |
