Exponential COGARCH and other continuous time models with applications to high frequency data (2007)
Dissertation, Technische Universität München.


Untersuchung lokal stationärer Zeitreihen mittels Wavelets (2002)
Diplomarbeit, Technische Universität München.

Preprints and publications


  • Sturm, David J.; Bachner, Joachim; Renninger, Denise; Haug, Stephan; Demetriou, Yolanda: A cluster randomized trial to evaluate need-supportive teaching in physical education on physical activity of sixth-grade girls: A mixed method study. Psychology of Sport and Exercise 54, 2021, 101902 mehr… Volltext ( DOI )


  • Bachner, Joachim; Sturm, David J.; Haug, Stephan; Demetriou, Yolanda: Multi-level validation of the German physical activity self-efficacy scale in a sample of female sixth-graders. BMC Public Health 20 (1), 2020 mehr… Volltext ( DOI )
  • Sturm, David J.; Bachner, Joachim; Haug, Stephan; Demetriou, Yolanda: The German Basic Psychological Needs Satisfaction in Physical Education Scale: Adaption and Multilevel Validation in a Sample of Sixth-Grade Girls. International Journal of Environmental Research and Public Health 17 (5), 2020, 1554 mehr… Volltext ( DOI )





  • Haug, S., Klüppelberg, C., and Kuhn, G.: Copula structure analysis based on extreme dependence. Statistics and Its Interface 8 (1), 2015, 93-107 mehr… Volltext ( DOI ) Volltext (mediaTUM)
  • Vogel, C., Heister, K., Buegger, F., Tanuwidjaja, I., Haug, S., Schloter, M., and Kögel-Knabner, I.: Clay mineral composition modifies decomposition and sequestration of organic carbon and nitrogen in fine soil fractions. Biology and Fertility of Soils 51, 2015, 427-442 mehr… Volltext ( DOI )


  • Bauer, A., and Haug, S.: Verwendung von Dummy-Variablen bei der statistischen Analyse von Talsperrenmessdaten. Wasserwirtschaft 4, 2014, 28-33 mehr… Volltext ( DOI )
  • Bimüller, C., Dannenmann, M., Tejedor, J., von Lützow, M., Buegger, F., Meier, R., Haug, S., Schroll, R. and Kögel-Knabner, I.: Prolonged summer droughts retard soil N processing and stabilization in organo-mineral fractions. Soil Biology & Biochemistry 68 (1), 2014, 241-251 mehr… Volltext ( DOI )
  • Bimüller, C., Mueller, C.W., von Lützow, M., Kreyling, O., Kölbl, A., Haug, S., Schloter, M.,, and Kögel-Knabner, I.: Decoupled carbon and nitrogen mineralization in soil particle size fractions of a forest topsoil. Soil Biology & Biochemistry 78 (4), 2014, 263-273 mehr… Volltext ( DOI )


  • Daun, T. J., Braun, D. G., Frank, C., Haug, S. and Lienkamp, M.: Evaluation of driving behavior and the efficacy of a predictive eco-driving assistance system for heavy commercial vehicles in a driving simulator experiment. 16th International IEEE Conference on Intelligent Transportation Systems (ITSC 2013), IEEE, 2013 mehr… Volltext ( DOI )
  • Gerike, R., Gehlert, T., and Haug, S.: Time use of the mobile and the immobile in time-use surveys and transport surveys – II. In: Joachim Schreiner, Hans-Heinrich Blotevogel, Susanne Frank, Christian Holz-Rau, Nina Schuster: Mobilitäten und Immobilitäten: Menschen - Ideen - Dinge - Kulturen - Kapital. Klartext, 2013, 121-138 mehr…


  • Hermann, J.M., Haug, S., Westphalen, M., DePatta Pillar, V. and Pfadenhauer, J.: Shrubs versus 'gullivers': Woody species coping with disturbance in grasslands. Plant Ecology 213 (11), 2012, 1757-1768 mehr… Volltext ( DOI )
  • Wiesmeier, M., Spörlein, P., Geuß, U., Hangen, E., Haug, S., Reischl, A., Schilling, B., von Lutzow, M., Kögel-Knabner, I.: Soil organic carbon stocks in southeast Germany as affected by land use, soil type and sampling depth. Global Change Biology 18 (7), 2012, 2233-2245 mehr… Volltext ( DOI )




  • Karg, M., Haug, S., Kühnlenz, K. and Buss, M. (2009): A dynamic model and system-theoretic analysis of affect based on a piecewise linear system. Proceedings of the 18th IEEE International Symposium on Robot and Human Interactive Communication (Ro-Man), 2009 mehr… Volltext ( DOI )



  • Haug, S. and Czado, C.: Mixed effect models for absolute log returns of ultra high frequency data. Applied Stochastic Models in Business and Industry 22 (3), 2006, 243-267 mehr… Volltext ( DOI ) Volltext (mediaTUM)
  • Haug, S., Czado, C.: A fractionally integrated ECOGARCH process. Discussion Paper 484 beim SFB 386 "Diskrete Strukturen"., 2006 mehr… Volltext (mediaTUM)


  • Czado, C., Haug, S.: Finite sample properties of the QMLE in the ACD-ECOGARCH(1,1) model. Supplement to "An ACD-ECOGARCH(1,1) model", 2010 mehr…


R package CopStruc for copula structure analysis of elliptical copulas: package source


Haug, S., Klüppelberg, C. and Kuhn, G. (2015)
Copula structure analysis based on extreme dependence.
Statistics and its Interface 8, 93-107.

Klüppelberg, C., Kuhn, G. (2009)
Copula Structure Analysis.
Journal of the Royal Statistical Society, Series B, 71 (3), 737 - 753.