Thomas Mikosch
Thomas Mikosch publishes mostly in Finance, Mathematical Physics and Statistics and Probability, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and statistical mechanics and Stochastic processes and financial applications.
- World rank
- #161,542 of 1,633,909 ranked researchers
- Rank in Denmark
- #1,199 of 10,734
- Works
- 61
- Citations
- 398
- Citations per work
- 6.5
What does Thomas Mikosch research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance30% of their works
- 2Mathematical Physics16% of their works
- 3Statistics and Probability13% of their works
- 4Economics and Econometrics9% of their works
- 5Management Science and Operations Research9% of their works
- 6Artificial Intelligence9% of their works
Research topics
- Financial Risk and Volatility Modeling
- Stochastic processes and statistical mechanics
- Stochastic processes and financial applications
- Probability and Risk Models
- Bayesian Methods and Mixture Models
- Statistical Methods and Inference
- Complex Systems and Time Series Analysis
- Point processes and geometric inequalities
Which keywords describe Thomas Mikosch's research?
The keywords of their largest research topics: GARCH Models, Volatility, Interacting Particle Systems, Option Pricing, Scaling Limits, Stochastic Calculus, Insurance and Risk.
- Spatstat
- Variable Selection
- Multifractal Analysis
- Mixture Models
- Risk
- Stochastic Calculus
- Option Pricing
- Volatility
- GARCH Models
- Interacting Particle Systems
- Scaling Limits
- Insurance
- Clustering
- Econophysics
- Regularization
- Point Processes
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 16 words, with their numbers
- GARCH Models141 topic
- Volatility141 topic
- Interacting Particle Systems111 topic
- Option Pricing111 topic
- Scaling Limits111 topic
- Stochastic Calculus111 topic
- Insurance81 topic
- Risk81 topic
- Clustering71 topic
- Mixture Models71 topic
- Econophysics41 topic
- Multifractal Analysis41 topic
- Regularization41 topic
- Variable Selection41 topic
- Point Processes21 topic
- Spatstat21 topic
Where does Thomas Mikosch work?
Thomas Mikosch's main affiliation in the publication record is University of Copenhagen, Denmark.
How many publications and citations does Thomas Mikosch have?
Science Explorer counts 61 works and 398 citations for Thomas Mikosch, ranking #161,542 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.