| Extremal behavior of stochastic volatility models V Fasen, C Klüppelberg, A Lindner Stochastic finance, 107-155, 2006 | 64 | 2006 |
| Extremes of supOU processes V Fasen, C Klüppelberg Stochastic Analysis and Applications: The Abel Symposium 2005, 339-359, 2005 | 45 | 2005 |
| Extremes of regularly varying Lévy-driven mixed moving average processes V Fasen Advances in applied probability 37 (4), 993-1014, 2005 | 41 | 2005 |
| High-level dependence in time series models V Fasen, C Klüppelberg, M Schlather Extremes 13, 1-33, 2010 | 38 | 2010 |
| Risk contagion under regular variation and asymptotic tail independence B Das, V Fasen-Hartmann Journal of Multivariate Analysis 165, 194-215, 2018 | 33 | 2018 |
| Four theorems and a financial crisis B Das, P Embrechts, V Fasen International Journal of Approximate Reasoning 54 (6), 701-716, 2013 | 32 | 2013 |
| Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration V Fasen Journal of Econometrics 172 (2), 325-337, 2013 | 32 | 2013 |
| Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein–Uhlenbeck processes V Fasen | 29 | 2010 |
| On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes V Fasen, F Fuchs Stochastic Processes and their Applications 123 (1), 229-273, 2013 | 23 | 2013 |
| Quantifying extreme risks V Fasen, C Klüppelberg, A Menzel Risk-A Multidisciplinary Introduction, 151-181, 2014 | 21 | 2014 |
| Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes V Fasen, F Fuchs Journal of Time Series Analysis 34 (5), 532-551, 2013 | 21 | 2013 |
| Stable random fields, point processes and large deviations V Fasen, P Roy Stochastic Processes and their Applications 126 (3), 832-856, 2016 | 20 | 2016 |
| Extremes of subexponential Lévy driven moving average processes V Fasen Stochastic processes and their applications 116 (7), 1066-1087, 2006 | 20 | 2006 |
| Limit theory for high frequency sampled MCARMA models V Fasen Advances in Applied Probability 46 (3), 846-877, 2014 | 17 | 2014 |
| Statistical inference of spectral estimation for continuous-time MA processes with finite second moments V Fasen Mathematical Methods of Statistics 22, 283-309, 2013 | 15 | 2013 |
| Extremes of Continuous–Time Processes. V Fasen Handbook of Financial Time Series, 653-667, 2009 | 15 | 2009 |
| Time consistency of multi-period distortion measures V Fasen, A Svejda Statistics & Risk Modeling 29 (2), 133-153, 2012 | 14 | 2012 |
| Extremes of Lévy driven mixed MA processes with convolution equivalent distributions V Fasen Extremes 12 (3), 265-296, 2009 | 13 | 2009 |
| Information criteria for multivariate CARMA processes V Fasen, S Kimmig | 12 | 2017 |
| Time series regression on integrated continuous-time processes with heavy and light tails V Fasen Econometric Theory 29 (1), 28-67, 2013 | 12 | 2013 |
Claudia KlüppelbergVerified email at ma.tum.de
