Loading
Error: Cannot Load Popup Box
Skip to hit list
Adjust your hit list
Further result pages
Mobile

A
A
A

A

English
Deutsch
Français
Español
Polski
Ελληνικά
Українська
中文
 Logged in as

Log Out

Login
BASIC
SEARCH
ADVANCED
SEARCH
HELP
BROWSING
SEARCH
HISTORY
Your search
Search For:
Entire Document
Title
Author
Subject
Boost open access documents
Find
Linguistics tools
Verbatim search
Additional word forms
Multilingual synonyms
Statistics
908 hits
in 72,246,468 documents
in 0.27 seconds
Please leave the following field blank:
Home
»
Search: Stephan Haug
Hit List
Hit list
1.
An ACDECOGARCH(1,1) Model
Title:
An ACDECOGARCH(1,1) Model
Author:
Claudia Czado
;
Stephan Haug
Claudia Czado
;
Stephan Haug
Minimize authors
Description:
In this paper we introduce an ACDECOGARCH(1,1) model. An exponential autoregressive conditional duration model is used to describe the dependence structure in durations of ultrahighfrequency financial data. The innovation process of the ACD model then defines the interarrival times of a compound Poisson process. We use this compound Poisson p...
In this paper we introduce an ACDECOGARCH(1,1) model. An exponential autoregressive conditional duration model is used to describe the dependence structure in durations of ultrahighfrequency financial data. The innovation process of the ACD model then defines the interarrival times of a compound Poisson process. We use this compound Poisson process as the background driving Lévy process of an exponential continuous time GARCH(1,1) process. The dynamics of the random time transformed logprice process are then described by the latter process. To estimate its parameters we construct a quasi maximum likelihood estimator under the assumption that all jumps of the logprice process are observable. Finally, the model is fitted for illustrative purpose to General Motors tickbytick data of the New York Stock Exchange. Copyright The Author 2009. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oupjournals.org, Oxford University Press.
Minimize
Document Type:
article
URL:
http://hdl.handle.net/10.1093/jjfinec/nbp023
http://hdl.handle.net/10.1093/jjfinec/nbp023
Minimize
Content Provider:
RePEc: Research Papers in Economics
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
2.
A FRACTIONALLY INTEGRATED ECOGARCH PROCESS
Open Access
Title:
A FRACTIONALLY INTEGRATED ECOGARCH PROCESS
Author:
Stephan Haug
Stephan Haug
Minimize authors
Description:
In this paper we introduce a fractionally integrated exponential continuous time GARCH(p,d, q) process. It is defined in such a way that it is a continuous time extension of the discrete time FIEGARCH(p,d, q) process. We investigate stationarity and moment properties of the new model. It is also shown that the long memory effect introduced in th...
In this paper we introduce a fractionally integrated exponential continuous time GARCH(p,d, q) process. It is defined in such a way that it is a continuous time extension of the discrete time FIEGARCH(p,d, q) process. We investigate stationarity and moment properties of the new model. It is also shown that the long memory effect introduced in the logvolatility propagates to the volatility process.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/pers/
haug
/
Haug
Czado2007.pdf
http://wwwm4.ma.tum.de/pers/
haug
/
Haug
Czado2007.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
fractionally integrated ECOGARCH process ; long memory ; Lévy process ; stationarity ; stochastic volatility
fractionally integrated ECOGARCH process ; long memory ; Lévy process ; stationarity ; stochastic volatility
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4311
http://wwwm4.ma.tum.de/pers/haug/HaugCzado2007.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4311
http://wwwm4.ma.tum.de/pers/haug/HaugCzado2007.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
3.
First published in J. Appl. Probab. 44 (4) c○2007 by The Applied Probability Trust AN EXPONENTIAL CONTINUOUS TIME GARCH PROCESS
Open Access
Title:
First published in J. Appl. Probab. 44 (4) c○2007 by The Applied Probability Trust AN EXPONENTIAL CONTINUOUS TIME GARCH PROCESS
Author:
Stephan Haug
;
Claudia Czado
Stephan Haug
;
Claudia Czado
Minimize authors
Description:
In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity, mixing and moment properties of the new model. An instantaneous leverage effect can be shown for the exponential continuous time GA...
In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity, mixing and moment properties of the new model. An instantaneous leverage effect can be shown for the exponential continuous time GARCH(p,p) model.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20091119
Source:
http://wwwm4.ma.tum.de/pers/
haug
/ecogarch.pdf
http://wwwm4.ma.tum.de/pers/
haug
/ecogarch.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
exponential continuous time GARCH process ; EGARCH ; Lévy process ; stationarity ; stochastic volatility
exponential continuous time GARCH process ; EGARCH ; Lévy process ; stationarity ; stochastic volatility
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2895
http://wwwm4.ma.tum.de/pers/haug/ecogarch.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2895
http://wwwm4.ma.tum.de/pers/haug/ecogarch.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
4.
Mixed effect model for absolute log returns of ultra high frequency data
Open Access
Title:
Mixed effect model for absolute log returns of ultra high frequency data
Author:
Stephan Haug
;
Claudia Czado
Stephan Haug
;
Claudia Czado
Minimize authors
Description:
this paper given the past information G t i1 = #(S t j , d t j ; j 1) and current duration d t i = t i t i1 . Since the duration process is a stochastic process itself one also needs a model for this regularly spaced (measured in tick time) time series. A popular model for the durations given the past information, called Autoregressive Conditi...
this paper given the past information G t i1 = #(S t j , d t j ; j 1) and current duration d t i = t i t i1 . Since the duration process is a stochastic process itself one also needs a model for this regularly spaced (measured in tick time) time series. A popular model for the durations given the past information, called Autoregressive Conditional Duration (ACD) model, has been proposed by Engle and Russell (1997). There are a number of modifications of the ACD model, which are described for example in Bauwens et al. (2004)
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090419
Source:
http://wwwm4.ma.tum.de/m4/Papers/
Haug
/paper440.ps
http://wwwm4.ma.tum.de/m4/Papers/
Haug
/paper440.ps
Minimize
Document Type:
text
Language:
en
Subjects:
ultra high frequency ; CARMA ; mixed effect model ; state space ; Kalman filter
ultra high frequency ; CARMA ; mixed effect model ; state space ; Kalman filter
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4209
http://wwwm4.ma.tum.de/m4/Papers/Haug/paper440.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4209
http://wwwm4.ma.tum.de/m4/Papers/Haug/paper440.ps
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
5.
An Exponential Continuous Time Garch Process
Open Access
Title:
An Exponential Continuous Time Garch Process
Author:
Stephan Haug
;
Claudia Czado
Stephan Haug
;
Claudia Czado
Minimize authors
Description:
In this paper we introduce an exponential continuous time GARCH(p, q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p, q) process. We investigate stationarity and moment properties of the new model. An instantaneous leverage e#ect can be shown for the exponential continuous time GARCH(p, ...
In this paper we introduce an exponential continuous time GARCH(p, q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p, q) process. We investigate stationarity and moment properties of the new model. An instantaneous leverage e#ect can be shown for the exponential continuous time GARCH(p, p) model.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090419
Source:
http://wwwm4.ma.tum.de/m4/Papers/
Haug
/ecogarch.pdf
http://wwwm4.ma.tum.de/m4/Papers/
Haug
/ecogarch.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
exponential continuous time GARCH process ; EGARCH ; Lévy process ; stationarity ; stochastic volatility
exponential continuous time GARCH process ; EGARCH ; Lévy process ; stationarity ; stochastic volatility
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4252
http://wwwm4.ma.tum.de/m4/Papers/Haug/ecogarch.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4252
http://wwwm4.ma.tum.de/m4/Papers/Haug/ecogarch.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
6.
A Fractionally Integrated Ecogarch Process
Open Access
Title:
A Fractionally Integrated Ecogarch Process
Author:
Stephan Haug
;
Claudia Czado
Stephan Haug
;
Claudia Czado
Minimize authors
Description:
In this paper we introduce a fractionally integrated exponential continuous time GARCH(p, d, q) process. It is defined in such a way that it is a continuous time extension of the discrete time FIEGARCH(p, d, q) process. We investigate stationarity and moment properties of the new model. It is also shown that the long memory e#ect introduced in t...
In this paper we introduce a fractionally integrated exponential continuous time GARCH(p, d, q) process. It is defined in such a way that it is a continuous time extension of the discrete time FIEGARCH(p, d, q) process. We investigate stationarity and moment properties of the new model. It is also shown that the long memory e#ect introduced in the logvolatility propagates to the volatility process.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090419
Source:
http://wwwm4.ma.tum.de/m4/Papers/
Haug
/fiecogarch.pdf
http://wwwm4.ma.tum.de/m4/Papers/
Haug
/fiecogarch.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
fractionally integrated ECOGARCH process ; long memory ; Lévy process ; stationarity ; stochastic volatility
fractionally integrated ECOGARCH process ; long memory ; Lévy process ; stationarity ; stochastic volatility
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4306
http://wwwm4.ma.tum.de/m4/Papers/Haug/fiecogarch.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4306
http://wwwm4.ma.tum.de/m4/Papers/Haug/fiecogarch.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
7.
Appl. Stochastic Models Bus. Ind., 2006; 22:243267
Open Access
Title:
Appl. Stochastic Models Bus. Ind., 2006; 22:243267
Author:
Stephan Haug
;
Claudia Czado
Stephan Haug
;
Claudia Czado
Minimize authors
Description:
This is a preprint of an article accepted for publication in
This is a preprint of an article accepted for publication in
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20080701
Source:
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/
Haug
/paper440.pdf
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/
Haug
/paper440.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
ultra high frequency ; CARMA ; mixed effect model ; state space ; Kalman filter
ultra high frequency ; CARMA ; mixed effect model ; state space ; Kalman filter
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.69.9680
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/Haug/paper440.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.69.9680
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/Haug/paper440.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
8.
MULTIVARIATE ECOGARCH PROCESSES
Open Access
Title:
MULTIVARIATE ECOGARCH PROCESSES
Author:
Stephan Haug
;
Robert Stelzer
Stephan Haug
;
Robert Stelzer
Minimize authors
Description:
A multivariate extension of the exponential continuous time GARCH(p,q) model (ECOGARCH) is introduced and studied. Stationarity and mixing properties of the new stochastic volatility model are investigated and ways to model a componentwise leverage effect are presented.
A multivariate extension of the exponential continuous time GARCH(p,q) model (ECOGARCH) is introduced and studied. Stationarity and mixing properties of the new stochastic volatility model are investigated and ways to model a componentwise leverage effect are presented.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/Papers/
Haug
/
Haug
Stelzer2009.pdf
http://wwwm4.ma.tum.de/Papers/
Haug
/
Haug
Stelzer2009.pdf
Minimize
Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3507
http://wwwm4.ma.tum.de/Papers/Haug/HaugStelzer2009.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3507
http://wwwm4.ma.tum.de/Papers/Haug/HaugStelzer2009.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
9.
Statistical Models and Methods for Dependence in Insurance Data
Open Access
Title:
Statistical Models and Methods for Dependence in Insurance Data
Author:
Stephan Haug
;
Liang Peng
Stephan Haug
;
Liang Peng
Minimize authors
Description:
Abstract Copulas are becoming a quite flexible tool in modeling dependence among the components of a multivariate vector. In order to predict extreme losses in insurance and finance, extreme value copulas and tail copulas play a more important role than copulas. In this paper, we review some estimation and testing procedures for both extreme val...
Abstract Copulas are becoming a quite flexible tool in modeling dependence among the components of a multivariate vector. In order to predict extreme losses in insurance and finance, extreme value copulas and tail copulas play a more important role than copulas. In this paper, we review some estimation and testing procedures for both extreme value copulas and tail copulas, which received much less attention in the literature than corresponding studies of copulas.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110330
Source:
http://wwwm4.ma.tum.de/Papers/Klueppelberg/HKP2010.pdf
http://wwwm4.ma.tum.de/Papers/Klueppelberg/HKP2010.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
tail copula
tail copula
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.185.3660
http://wwwm4.ma.tum.de/Papers/Klueppelberg/HKP2010.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.185.3660
http://wwwm4.ma.tum.de/Papers/Klueppelberg/HKP2010.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
10.
Dimension reduction based on extreme dependence
Open Access
Title:
Dimension reduction based on extreme dependence
Author:
Stephan Haug
;
Claudia Klüppelberg
;
Gabriel Kuhn
Stephan Haug
;
Claudia Klüppelberg
;
Gabriel Kuhn
Minimize authors
Description:
We introduce a dimension reduction technique based on extreme observations. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a fairly general model for the copula. We assume an elliptical copula to describe the extreme dependence structure, which preserves a ’correlationl...
We introduce a dimension reduction technique based on extreme observations. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a fairly general model for the copula. We assume an elliptical copula to describe the extreme dependence structure, which preserves a ’correlationlike’ structure in the extremes. Based on the tail dependence function we estimate the copula correlation matrix, which is then analysed through classical dimension reduction techniques. After introducing the new concepts and deriving some theoretical results we observe in a simulation study the performance of the estimator. Finally, we test our method on real financial data and explain differences between our copula based approach and the classical approach.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110218
Source:
http://wwwm4.ma.tum.de/Papers/
Haug
/excopstruc100514.pdf
http://wwwm4.ma.tum.de/Papers/
Haug
/excopstruc100514.pdf
Minimize
Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4093
http://wwwm4.ma.tum.de/Papers/Haug/excopstruc100514.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4093
http://wwwm4.ma.tum.de/Papers/Haug/excopstruc100514.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
Export Record
All Records
Export
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Adjust your hit list
Sort Your Results
Refine Search Result
More Options
Sort Your Results
Sort by:
Relevance
Author, ZA
Author, AZ
Title, AZ
Title, ZA
Date of publication, descending
Date of publication, ascending
Refine Search Result
Author
(842) Hedberg, Vincent
(842) Smirnova, Oxana
(841) Azuelos, Georges
(841) Bethke, Siegfried
(841) Kozanecki, Witold
(840) Abbott, Brad
(840) Abdallah, Jalal
(840) Abdinov, Ovsat
(840) Abramowicz, Halina
(840) Abreu, Henso
(840) Acharya, Bobby Samir
(840) Adams, David
(840) Adelman, Jahred
(840) Adye, Tim
(840) AguilarSaavedra, Juan Antonio
(840) Ahlen, Steven
(840) Aielli, Giulio
(840) Akimoto, Ginga
(840) Albrand, Solveig
(840) Aleksa, Martin
(840) Aleksandrov, Igor
(840) Alexa, Calin
(840) Alexander, Gideon
(840) Alexopoulos, Theodoros
(840) Alhroob, Muhammad
(840) Alimonti, Gianluca
(840) Alison, John
(840) Allport, Phillip
(840) Aloisio, Alberto
(840) Alonso, Alejandro
(840) Alviggi, Mariagrazia
(840) Amelung, Christoph
(840) Amram, Nir
(840) Anastopoulos, Christos
(840) Andeen, Timothy
(840) Anders, Christoph Falk
(840) Anderson, Kelby
(840) Andreazza, Attilio
(840) Andrei, George Victor
(840) Angerami, Aaron
(840) Anjos, Nuno
(840) Annovi, Alberto
(840) Antonelli, Mario
(840) Antos, Jaroslav
(840) Anulli, Fabio
(840) Arabidze, Giorgi
(840) Arai, Yasuo
(840) Arce, Ayana
(840) Arguin, JeanFrancois
(840) Arik, Metin
(840) Armbruster, Aaron James
(840) Arnaez, Olivier
(840) Artamonov, Andrei
(840) Asai, Shoji
(840) Asquith, Lily
(840) Assamagan, Ketevi
(840) Augsten, Kamil
(840) Aurousseau, Mathieu
(840) Baak, Max
(840) Bachacou, Henri
(840) Bachas, Konstantinos
(840) Backes, Moritz
(840) Bagnaia, Paolo
(840) Bai, Yu
(840) Bain, Travis
(840) Baines, John
(840) Baker, Oliver Keith
(840) Banas, Elzbieta
(840) Banerjee, Swagato
(840) Barberio, Elisabetta Luigia
(840) Barberis, Dario
(840) Barbero, Marlon
(840) Barillari, Teresa
(840) Barisonzi, Marcello
(840) Barklow, Timothy
(840) Barlow, Nick
(840) Barnett, Bruce
(840) Barnett, Michael
(840) Baroncelli, Antonio
(840) Barr, Alan
(840) Barreiro, Fernando
(840) Bartoldus, Rainer
(840) Bates, Richard
(840) Batley, Richard
(840) Bauer, Florian
(840) Bawa, Harinder Singh
(840) Beau, Tristan
(840) Beauchemin, PierreHugues
(840) Bechtle, Philip
(840) Beck, Hans Peter
(840) Beckingham, Matthew
(840) Beddall, Andrew
(840) Beddall, Ayda
(840) Bednyakov, Vadim
(840) Bee, Christopher
(840) Begel, Michael
(840) BelangerChampagne, Camille
(840) Bell, William
(840) Bella, Gideon
(840) Bellagamba, Lorenzo
Author:
Subject
(386) particle physics experiment
(231) experiment hep
(163) atlas
(163) cern lhc coll
(150) p p scattering
(135) experimental results
(117) hep ex
(92) info eu repo classification ddc 530
(76) 8000 gev cms
(43) 7000 gev cms
(33) transverse momentum missing energy
(30) background
(30) transverse momentum dependence
(26) rapidity dependence
(25) differential cross section measured
(25) p p colliding beams
(25) z0 leptonic decay
(24) 7000 8000 gev cms
(23) monte carlo
(22) top pair production
(20) higher order 1
(20) standard model validity test
(18) supersymmetry
(17) dilepton final state
(17) jet multiplicity
(16) channel cross section branching ratio upper limit
(16) channel cross section measured
(14) new physics search for
(13) parton showers
(13) quantum chromodynamics perturbation theory
(12) higgs particle mass
(12) z0 associated production
(11) anti kt algorithm
(11) higgs particle hadroproduction
(11) lead
(11) transverse momentum high
(11) z0 lepton lepton
(10) bottom particle identification
(10) efficiency
(10) higgs particle 2photon
(10) higgs particle radiative decay
(10) stop pair production
(10) w leptonic decay
(9) heavy ion scattering
(9) info eu repo classification ddc 550
(9) mass lower limit
(9) mass spectrum two photon
(9) numerical calculations monte carlo
(9) parton distribution function
(9) quantum chromodynamics
(9) sensitivity
(9) stochastic volatility
(8) cross section measured
(8) gluon gluon fusion
(8) lévy process
(8) rapidity
(8) transverse momentum
(8) vector boson fusion
(7) bottom pair production
(7) cross section upper limit
(7) effective field theory
(7) j psi 3100 leptonic decay
(7) jet bottom
(7) jet hadroproduction
(7) new particle search for
(7) new physics
(7) space time higher dimensional
(7) stationarity
(7) stop mass
(7) vector boson leptonic decay
(6) 2760 gev cms nucleon
(6) ddc 510
(6) dijet mass spectrum
(6) effective coupling constants
(6) electron positron physics
(6) electroweak interaction
(6) electroweak interactions
(6) experiment nucl
(6) fermion antifermion production
(6) gluino mass lower limit
(6) higgs boson
(6) higgs particle 2z0
(6) higgs particle associated production
(6) higgs particle decay
(6) impact parameter dependence
(6) jet transverse momentum
(6) mass dependence
(6) model production
(6) neutral weak current
(6) neutralino lsp
(6) phase space
(6) stop top neutralino
(6) tests of the standard model
(6) top quark
(6) w hadroproduction
(6) w pair production
(5) black hole quantum
(5) carma
(5) dark matter pair production
(5) decays of heavy intermediate gauge bosons
Subject:
Dewey Decimal Classification (DDC)
(189) Physics [53*]
(16) Astronomy [52*]
(6) Statistics [31*]
(3) Chemistry [54*]
(2) Mathematics [51*]
(2) Medicine & health [61*]
(2) Arts [70*]
(1) Other religions [29*]
(1) Science [50*]
Dewey Decimal Classification (DDC):
Year of Publication
(320) 2014
(236) 2012
(122) 2011
(101) 2015
(61) 2013
(28) 2006
(23) 2010
(5) 2005
(4) 2009
(2) 2002
(2) 2007
(2) 2008
Year of Publication:
Content Provider
(393) CERN (Switzerland)
(248) Joint Inst. for Nuclear Research: JINR Document...
(201) DESY Hamburg
(14) UMass Amherst
(12) CiteSeerX
(5) Munich LMU: Open Access
(4) EconStor
(3) PubMed Central
(2) DataCite Metadata Store
(2) Athens National Technical Univ.: DSpace
(2) RePEc.org
(2) Aachen RWTH: Publications
(2) London Univ. College: UCL Discovery
(2) Oxford Univ.: Research Archive (ORA)
(2) Lund Univ. Publications (LUP)
(2) South Carolina Univ.: Scholar Commons
(1) ArXiv.org
(1) BioMed Central
(1) London Brunel Univ.: Research Archive (BURA)
(1) HAL  Hyper Article en Ligne
(1) Project Euclid
(1) DOAJ Articles
(1) GFZ German Research Centre for Geosciences:...
(1) HighWire Press
(1) Munich TU: mediaTUM
(1) Glasgow Univ.
(1) Milan Univ.: Archivio Istituzionale della Ricerca
(1) Zurich Univ.: ZORA
Content Provider:
Language
(479) Unknown
(429) English
Language:
Document Type
(644) Unknown
(216) Article, Journals
(36) Text
(10) Reports, Papers, Lectures
(1) Theses
(1) Primary Data
Document Type:
Access
(707) Unknown
(201) Open Access
Access:
More Options
»
Search History
»
Get RSS Feed
»
Get ATOM Feed
»
Email this Search
»
Save Search
»
Browsing
»
Search Plugin
Further result pages
Results:
1

2

3

4

5

6

7

8

9

10

11
Next »
[91]
New Search »
Currently in BASE: 72,246,468 Documents of 3,475
Content Sources
About BASE

Contact

BASE Lab

Imprint
© 20042015 by
Bielefeld University Library
Search powered by
Solr
&
VuFind
.
Suggest Repository
BASE Interfaces
Currently in BASE: 72,246,468 Documents of 3,475 Content Sources
http://www.basesearch.net