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Till Massing

11 papers hereh-index 574 citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author3
  • middle author4
  • last author1

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • cs.CY3
  • econ.GN3
  • math.PR2
  • cs.HC1
  • econ.EM1
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20182024
most citedStudent't mixture models for stock indices. A comparative study

7 citations · 19 across the 11 of their papers we have counts for

collaborators
Showing 2023 · math.STShow all

1 paper · 2 filters

math.ST2023

Parametric Estimation of Tempered Stable Laws

Till Massing

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.