Concepedia

Daniel Straumann

DS

Statistics

Publications

5

Citations

869

H-Index

5

Active since

1999

Affiliations

ETH Zurich(Current)

University of Copenhagen

Daniel Straumann is an author at ETH Zurich specializing in finance, financial economics, and econometrics.

Publications per year

1999–2009

5

Publications

5

Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach

Daniel Straumann, Thomas Mikosch · The Annals of Statistics · 2006 · 410 citations · Full text

Business, Finance, Mathematics +16

Correlation: Pitfalls and Alternatives

Paul Embrechts, Alexander J. McNeil, Daniel Straumann · 1999 · 306 citations

Management, Finance, Risk Management +16

Stable limits of martingale transforms with application to the estimation of GARCH parameters

Thomas Mikosch, Daniel Straumann · The Annals of Statistics · 2006 · 68 citations · Full text

Natural Sciences, Economics, Mathematics +16

Whittle estimation in a heavy-tailed GARCH(1,1) model

Thomas Mikosch, Daniel Straumann · Stochastic Processes and their Applications · 2002 · 52 citations

Business, Economics, Finance +12

Measuring the Quality of Hedge Fund Data

Daniel Straumann · The Journal of Alternative Investments · 2009 · 33 citations

Business, Finance, Financial Analytics +10

1–5 of 5