| Multivariate extremes, aggregation and dependence in elliptical distributions H Hult, F Lindskog Advances in Applied probability 34 (3), 587-608, 2002 | 330 | 2002 |
| A note on Wick products and the fractional Black-Scholes model T Björk, H Hult Finance and Stochastics 9, 197-209, 2005 | 254 | 2005 |
| Regular variation for measures on metric spaces H Hult, F Lindskog Publications de l'Institut Mathématique 80 (94), 121-140, 2006 | 192 | 2006 |
| Risk and portfolio analysis: Principles and methods H Hult, F Lindskog, O Hammarlid, CJ Rehn Springer Science & Business Media, 2012 | 166 | 2012 |
| Extremal behavior of regularly varying stochastic processes H Hult, F Lindskog Stochastic Processes and their applications 115 (2), 249-274, 2005 | 117 | 2005 |
| Functional large deviations for multivariate regularly varying random walks H Hult, F Lindskog, T Mikosch, G Samorodnitsky | 111 | 2005 |
| Within-die process variations: How accurately can they be statistically modeled? B Hargreaves, H Hult, S Reda 2008 Asia and South Pacific design automation conference, 524-530, 2008 | 70 | 2008 |
| Tail probabilities for infinite series of regularly varying random vectors H Hult, G Samorodnitsky | 59 | 2008 |
| Approximating some Volterra type stochastic integrals with applications to parameter estimation H Hult Stochastic processes and their applications 105 (1), 1-32, 2003 | 50 | 2003 |
| Extremal behavior of stochastic integrals driven by regularly varying Lévy processes H Hult, F Lindskog | 48 | 2007 |
| On regular variation for infinitely divisible random vectors and additive processes H Hult, F Lindskog Advances in Applied Probability 38 (1), 134-148, 2006 | 42 | 2006 |
| Heavy-tailed insurance portfolios: buffer capital and ruin probabilities H Hult, F Lindskog Cornell University Operations Research and Industrial Engineering, 2006 | 33 | 2006 |
| On Kesten's Counterexample to the Cramér: Wold Device for Regular Variation H Hult, F Lindskog Bernoulli, 133-142, 2006 | 23 | 2006 |
| Large deviations for point processes based on stationary sequences with heavy tails H Hult, G Samorodnitsky Journal of Applied Probability 47 (1), 1-40, 2010 | 19 | 2010 |
| Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk T Gudmundsson, H Hult Journal of Applied Probability 51 (2), 359-376, 2014 | 18 | 2014 |
| Mathematical modeling and statistical methods for risk management H Hult, F Lindskog Lecture Notes, 2007 | 17 | 2007 |
| Topics on fractional Brownian motion and regular variation for stochastic processes H Hult Matematik, 2003 | 17 | 2003 |
| Algorithmic trading with Markov chains H Hult, J Kiessling | 16 | 2010 |
| Vagus nerve stimulation promotes resolution of inflammation by a mechanism that involves Alox15 and requires the α7nAChR subunit AS Caravaca, AL Gallina, L Tarnawski, VS Shavva, RA Colas, J Dalli, ... Proceedings of the National Academy of Sciences 119 (22), e2023285119, 2022 | 15 | 2022 |
| On importance sampling with mixtures for random walks with heavy tails H Hult, J Svensson ACM Transactions on Modeling and Computer Simulation (TOMACS) 22 (2), 1-21, 2012 | 15 | 2012 |
