Advanced Search
MyIDEAS: Login to follow this author

Mark Trede

Contents:

This is information that was supplied by Mark Trede in registering through RePEc. If you are Mark Trede , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mark
Middle Name:
Last Name: Trede
Suffix:

RePEc Short-ID: ptr189

Email: [This author has chosen not to make the email address public]
Homepage: http://www1.wiwi.uni-muenster.de/oeew/organisation/oekonometrieundstatistik/marktrede/index.php
Postal Address: Center for Quantitative Economics Institut für Ökonometrie Am Stadtgraben 9 48143 Münster Germany
Phone: +49-251-8325006

Affiliation

Center for Quantitative Economics (CQE)
Wirtschaftswissenschaftliche Fakultät
Westfälische Wilhelms-Universität Münster
Location: Münster, Germany
Homepage: http://www1.wiwi.uni-muenster.de/cqe/
Email:
Phone: +49(0)215 83-25044
Fax: +49(0)251 83-25042
Postal: Am Stadtgraben 9, 48143 Münster
Handle: RePEc:edi:cqmuede (more details at EDIRC)

Works

as in new window

Working papers

  1. Sarah Meyer & Mark Trede, 2012. "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series, Norface Research Programme on Migration, Department of Economics, University College London 2012039, Norface Research Programme on Migration, Department of Economics, University College London.
  2. Christian Schluter & Mark Trede, 2011. "Estimating Continuous-Time Income Models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster 1811, Center for Quantitative Economics (CQE), University of Muenster.
  3. Friedrich Geiecke & Mark Trede, 2010. "A Direct Test of Rational Bubbles," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster 1310, Center for Quantitative Economics (CQE), University of Muenster.
  4. Ludwig von Auer & Mark Trede, 2010. "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster 1210, Center for Quantitative Economics (CQE), University of Muenster.
  5. Trede, Mark, 1997. "Making mobility visible: A graphical device," Discussion Papers in Statistics and Econometrics 2/97, University of Cologne, Department for Economic and Social Statistics.
  6. Schmid, Friedrich & Trede, Mark, 1996. "Nonparametric inference for second order stochastic dominance," Discussion Papers in Statistics and Econometrics 2/96, University of Cologne, Department for Economic and Social Statistics.
  7. Trede, Mark M., 1995. "The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates," Discussion Papers in Statistics and Econometrics 1/95, University of Cologne, Department for Economic and Social Statistics.
  8. Trede, Mark M., 1994. "Statistical inference in mobility measurement: Sex differences in earnings mobility," Discussion Papers in Statistics and Econometrics 4/94, University of Cologne, Department for Economic and Social Statistics.

Articles

  1. David Sondermann & Mark Trede & Bernd Wilfling, 2011. "Estimating the degree of interventionist policies in the run-up to EMU," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(2), pages 207-218.
  2. Cornelia Savu & Mark Trede, 2010. "Hierarchies of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(3), pages 295-304.
  3. Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark, 2009. "Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology," Journal of Financial Stability, Elsevier, Elsevier, vol. 5(4), pages 374-392, December.
  4. Cornelia Savu & Mark Trede, 2008. "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(2), pages 109-116.
  5. Schluter, Christian & Trede, Mark, 2008. "Identifying multiple outliers in heavy-tailed distributions with an application to market crashes," Journal of Empirical Finance, Elsevier, Elsevier, vol. 15(4), pages 700-713, September.
  6. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, Springer, vol. 33(1), pages 23-39, July.
  7. Zeisberger, Stefan & Langer, Thomas & Trede, Mark, 2007. "A note on myopic loss aversion and the equity premium puzzle," Finance Research Letters, Elsevier, Elsevier, vol. 4(2), pages 127-136, June.
  8. Heer, Burkhard & Trede, Mark, 2003. "Efficiency and distribution effects of a revenue-neutral income tax reform," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(1), pages 87-107, March.
  9. Christian Schluter & Mark Trede, 2003. "Local versus Global Assessment of Mobility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(4), pages 1313-1335, November.
  10. Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 43(1), pages 1-12, May.
  11. Mark Trede, 2002. "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, Springer, vol. 9(1), pages 261-282, December.
  12. Christian Schluter & Mark Trede, 2002. "Statistical Inference for Inequality and Poverty Measurement with Dependent Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 493-508, May.
  13. Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, Elsevier, vol. 109(1), pages 151-166, July.
  14. Esfandiar Maasoumi & Mark Trede, 2001. "Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 551-559, August.
  15. Burhard Heer & Mark Trede, 2000. "On the Use of Projection Methods in the Computation of OLG Models Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 220(1), pages 32-47.
  16. Friedrich Schmid & Mark Trede, 2000. "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 220(3), pages 315-326.
  17. Mark Trede, 1999. "Statistical Inference for Measures of Income Mobility," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 218(3+4), pages 473-490, March.
  18. Trede, Mark, 1998. "Making mobility visible: a graphical device," Economics Letters, Elsevier, Elsevier, vol. 59(1), pages 77-82, April.
  19. Mark M. Trede, 1998. "The age profile of mobility measures: an application to earnings in West Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(4), pages 397-409.
  20. Schmid, Friedrich & Trede, Mark, 1998. "A Kolmogorov-type test for second-order stochastic dominance," Statistics & Probability Letters, Elsevier, Elsevier, vol. 37(2), pages 183-193, February.
  21. Heer, Burkhard & Trede, Mark & Wahrenburg, Mark, 1997. "The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance," Empirical Economics, Springer, Springer, vol. 22(2), pages 233-45.
  22. Schmid, Friedrich & Trede, Mark, 1996. "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, Elsevier, vol. 26(1), pages 91-96, January.
  23. Schmid, Friedrich & Trede, Mark, 1995. "A distribution free test for the two sample problem for general alternatives," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 20(4), pages 409-419, October.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-04-24
  2. NEP-ECM: Econometrics (3) 2010-04-04 2010-04-24 2010-08-06. Author is listed
  3. NEP-FMK: Financial Markets (1) 2010-04-24
  4. NEP-IND: Industrial Organization (1) 2010-04-04
  5. NEP-MKT: Marketing (2) 2010-04-04 2010-04-24. Author is listed
  6. NEP-RMG: Risk Management (1) 2012-12-10

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mark Trede should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.