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Mathematics
Denmark
2026

D-Index & Metrics

Mathematics

D-Index
57
Citations
36103
World Ranking
660
National Ranking
4

Thomas Mikosch publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Thomas Mikosch sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 187 publications — 57th percentile

57% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Thomas Mikosch D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Thomas Mikosch sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 57 D-Index — 82nd percentile

82% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Mathematics in Denmark Leader Award
  • 2025 - Research.com Mathematics in Denmark Leader Award

Overview

Thomas Mikosch is affiliated with the University of Copenhagen in Denmark. Their research primarily spans the fields of Economics, Econometrics and Finance, as well as Mathematics. The scientist focuses on the subfields of Finance, Mathematical Physics, Statistics and Probability, Economics and Econometrics, and Management Science and Operations Research.

The main research topics covered by Thomas Mikosch include:

  • Financial Risk and Volatility Modeling
  • Stochastic processes and financial applications
  • Stochastic processes and statistical mechanics
  • Probability and Risk Models
  • Complex Systems and Time Series Analysis
  • Bayesian Methods and Mixture Models
  • Statistical Methods and Inference

The recent publications of Thomas Mikosch feature the following works:

  • Changes of structure in financial time series and the Garch model, 2022, Revstat-statistical Journal
  • Some variations on the extremal index, 2021, arXiv (Cornell University)
  • Some Variations on the Extremal Index, 2023, Journal of Mathematical Sciences
  • Tail behavior of ACD models and consequences for likelihood-based estimation, 2023, Journal of Econometrics
  • Distance covariance for discretized stochastic processes, 2020, Bernoulli

Thomas Mikosch has frequently collaborated with several co-authors, including:

  • Olivier Wintenberger
  • Muneya Matsui
  • Gloria Buriticá
  • Giuseppe Cavaliere
  • Anders Rahbek

The scientist's work has appeared regularly in publication venues such as:

  • arXiv (Cornell University)
  • Stochastic Processes and their Applications
  • Bernoulli
  • The Annals of Applied Probability
  • HAL (Le Centre pour la Communication Scientifique Directe)

In addition to articles, Thomas Mikosch has contributed to book publications, including a work published by Springer International Publishing:

  • Extreme Value Theory for Time Series, 2024

Best Publications

  • Modelling Extremal Events: for Insurance and Finance

    Paul Embrechts;Thomas Mikosch;Claudia Klüppelberg

  • Weak Convergence and Empirical Processes

    Thomas Mikosch;Aad W. Van der Vaart;Jon A. Wellner

  • Modelling Extremal Events

    Paul Embrechts;Claudia Klüppelberg;Thomas Mikosch

  • Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects

    Thomas Mikosch;Cătălin Stărică

  • Elementary stochastic calculus with finance in view

    Thomas Mikosch

  • Lévy processes : theory and applications

    O. E. Barndorff-Nielsen;Thomas Mikosch;Sidney Resnick

  • Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process

    Thomas Mikosch;Catalin Starica

  • Regular variation of GARCH processes

    Bojan Basrak;Richard A. Davis;Thomas Mikosch

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

    Daniel Straumann;Thomas Mikosch

  • Handbook of Financial Time Series

    Torben G Andersen;Richard A Davis;Jens-Peter Kreiss;Thomas Mikosch

  • Is network traffic approximated by stable Levy motion or fractional Brownian motion

    Thomas Mikosch;Sidney Resnick;Holger Rootzén;Alwin Stegeman

  • Copulas: Tales and facts

    Thomas Mikosch

  • Regularly varying functions

    Anders Hedegaard Jessen;Thomas Mikosch

  • The extremogram: a correlogram for extreme events

    Richard A. Davis;Thomas Valentin Mikosch

  • Changes of structure in financial time series and the GARCH model

    Thomas Mikosch;Catalin Starica

  • The sample autocorrelations of heavy-tailed processes with applications to ARCH

    Richard A. Davis;Thomas Mikosch

  • LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE

    C Kluppelberg;T Mikosch

  • PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS

    Thomas Mikosch;Tamar Gadrich;Claudia Kluppelberg;Robert J. Adler

  • Non-Life Insurance Mathematics

    Thomas Mikosch

  • Large Deviations of Heavy-Tailed Sums with Applications in Insurance

    T. Mikosch;A.V. Nagaev

Frequent Co-Authors

Richard A. Davis
Richard A. Davis Columbia University
Gennady Samorodnitsky
Gennady Samorodnitsky Cornell University
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Paul Embrechts
Paul Embrechts ETH Zurich
Sidney I. Resnick
Sidney I. Resnick Cornell University
Holger Rootzén
Holger Rootzén Chalmers University of Technology
Robert J. Adler
Robert J. Adler Technion – Israel Institute of Technology
Piotr Kokoszka
Piotr Kokoszka Colorado State University
Casper G. de Vries
Casper G. de Vries Erasmus University Rotterdam
Peter W. Glynn
Peter W. Glynn Stanford University

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