Thomas Mikosch

15.5k citations
142 papers · 9.5k indexed · 3 hit papers · h-index 37

Impact in

  • Finance top 0.05%
    • Financial Risk and Volatility Modeling
    • Stochastic processes and financial applications
    • Statistical Methods and Inference

Papers in

    • Financial Risk and Volatility Modeling 72
    • Stochastic processes and financial applications 49
    • Stochastic processes and statistical mechanics 42

Thomas Mikosch

131 papers receiving 9.0k citations

Hit Papers

Weak Convergence and Empirical Processes 1997 · 519 citations
519199520262005201550010001.5k2.0k2.5k

Peers

Thomas Mikosch
Comparison fields: 5 of 160
  • Finance 5.5k
  • Statistics and Probability 2.4k
  • Management Science and Operations Research 2.5k
  • Mathematical Physics 1.4k
  • General Economics, Econometrics and Finance 980
Replace Sidney I. Resnick with:
Sidney I. Resnick United States
Jean Jacod France
Paul Embrechts Switzerland
Albert N. Shiryaev Russia
L. C. G. Rogers United Kingdom
Ole E. Barndorff–Nielsen Denmark
Claudia Klüppelberg Germany
Ioannis Karatzas United States
Laurens de Haan Netherlands
Philip Protter United States
Thomas Mikosch relative to Sidney I. Resnick United States Sidney I. Resnick's profile →
Citations per field
00.5×1.7×
Sidney I. Resnick · 1×
Citations per year

Countries citing papers authored by Thomas Mikosch

Since Specialization
Citations

This map shows the geographic impact of Thomas Mikosch's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas Mikosch with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Mikosch more than expected).

Fields of papers citing papers by Thomas Mikosch

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas Mikosch. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas Mikosch. The network helps show where Thomas Mikosch may publish in the future.

Co-authors

The 25 scholars most cited alongside Thomas Mikosch, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Thomas Mikosch Line = papers co-authored together Thomas Mikosch links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20230
2 20120
3
Towards estimating extremal serial dependence via the bootstrapped extremogram.
20122
4 20112
5 201010
6 20102
7
Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets
20104
8 20090
9
Non-life insurance mathematics : an introduction with the Poisson process
200952
10 200518
11
Long range dependence effects and ARCH modeling
200344
12
Is it really long memory we see in financial returns?
200014
13
A characterization of multivariate regular variation
20001
14
Tail probabilities of subadditive functionals acting on Lévy processes
20005
15
The sample autocorrections of financial time series models
19998
16
Regular variation, subexponentiality and their applications in probability theory
199940
17
Periodogram estimates from heavy-tailed data
19986
18
On strong consistency of estimators for infinite variance time series
19952
19
Some Limit Theory for the Self-normalised Periodogram of Stable Processes
199424
20 19870

About Thomas Mikosch

Thomas Mikosch is a scholar working on Finance, Mathematical Physics, Management Science and Operations Research, Statistics and Probability and Economics and Econometrics, having authored 142 papers that have together received 9.5k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (72 papers), Stochastic processes and financial applications (49 papers), Probability and Risk Models (48 papers), Stochastic processes and statistical mechanics (42 papers), Bayesian Methods and Mixture Models (22 papers), Complex Systems and Time Series Analysis (17 papers), Insurance, Mortality, Demography, Risk Management (10 papers) and Market Dynamics and Volatility (10 papers). The work is most often cited by research in Finance (5.5k citations), Statistics and Probability (2.4k citations), Management Science and Operations Research (2.5k citations), Mathematical Physics (1.4k citations) and General Economics, Econometrics and Finance (980 citations). Thomas Mikosch has collaborated with scholars based in Denmark, United States and Netherlands. Frequent co-authors include Claudia Klüppelberg, Paul Embrechts, Gennady Samorodnitsky, Murad S. Taqqu, Richard A. Davis, Cătălin Stărică, Olav Kallenberg, Aad van der Vaart, Jon A. Wellner and Daniel Straumann. Their work appears in journals such as Stochastic Processes and their Applications, Journal of Applied Probability, Bernoulli, Probability Theory and Related Fields and The Annals of Statistics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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