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Mark Trede

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Personal Details

First Name:Mark
Middle Name:
Last Name:Trede
Suffix:
RePEc Short-ID:ptr189
Email:
Homepage:http://www1.wiwi.uni-muenster.de/oeew/index.php/
Postal Address:Center for Quantitative Economics Institut für Ökonometrie und Wirtschaftsstatistik Am Stadtgraben 9 48143 Münster Germany
Phone:+49-251-8325006
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)
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  1. Martin T. Bohl & Nicole Branger & Mark Trede, 2015. "The Case of Herding ist Stronger than You Think," CQE Working Papers 3715, Center for Quantitative Economics (CQE), University of Muenster.
  2. Ludwig von Auer & Mark Trede, 2014. "Markets with Technological Progress: Pricing Quality, and Novelty," CQE Working Papers 3014, Center for Quantitative Economics (CQE), University of Muenster.
  3. Christian Schluter & Mark Trede, 2013. "Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered," CQE Working Papers 2713, Center for Quantitative Economics (CQE), University of Muenster.
  4. Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers 2312, Center for Quantitative Economics (CQE), University of Muenster.
  5. Sarah Meyer & Mark Trede, 2012. "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series 2012039, Norface Research Programme on Migration, Department of Economics, University College London.
  6. Christian Schluter & Mark Trede, 2011. "Weak convergence to the t-distribution," CQE Working Papers 2111, Center for Quantitative Economics (CQE), University of Muenster.
  7. Christian Schluter & Mark Trede, 2011. "Estimating Continuous-Time Income Models," CQE Working Papers 1811, Center for Quantitative Economics (CQE), University of Muenster.
  8. Friedrich Geiecke & Mark Trede, 2010. "A Direct Test of Rational Bubbles," CQE Working Papers 1310, Center for Quantitative Economics (CQE), University of Muenster.
  9. Ludwig von Auer & Mark Trede, 2010. "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers 1210, Center for Quantitative Economics (CQE), University of Muenster.
  10. Wilfling, Bernd & Trede, Mark, 2004. "Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU Data," HWWA Discussion Papers 267, Hamburg Institute of International Economics (HWWA).
  11. Trede, Mark, 1997. "Making mobility visible: A graphical device," Discussion Papers in Econometrics and Statistics 2/97, University of Cologne, Institute of Econometrics and Statistics.
  12. Schmid, Friedrich & Trede, Mark, 1996. "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics 2/96, University of Cologne, Institute of Econometrics and Statistics.
  13. Trede, Mark M., 1995. "The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates," Discussion Papers in Econometrics and Statistics 1/95, University of Cologne, Institute of Econometrics and Statistics.
  14. Trede, Mark M., 1994. "Statistical inference in mobility measurement: Sex differences in earnings mobility," Discussion Papers in Econometrics and Statistics 4/94, University of Cologne, Institute of Econometrics and Statistics.
  1. Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, vol. 36(C), pages 491-502.
  2. Mark Trede & Cornelia Savu, 2013. "Do stock returns have an Archimedean copula?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1764-1778, August.
  3. L von Auer & M Trede, 2012. "The dynamics of brand equity: a hedonic regression approach to the laser printer market," Journal of the Operational Research Society, Palgrave Macmillan, vol. 63(10), pages 1351-1362, October.
  4. David Sondermann & Mark Trede & Bernd Wilfling, 2011. "Estimating the degree of interventionist policies in the run-up to EMU," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 207-218.
  5. Thorsten Heimann & Mark Trede, 2011. "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Journal of Income Distribution, vol. 20(1), pages 104-116, March.
  6. Cornelia Savu & Mark Trede, 2010. "Hierarchies of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 295-304.
  7. 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, vol. 5(4), pages 374-392, December.
  8. Schluter, Christian & Trede, Mark, 2008. "Identifying multiple outliers in heavy-tailed distributions with an application to market crashes," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 700-713, September.
  9. Cornelia Savu & Mark Trede, 2008. "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 109-116.
  10. Zeisberger, Stefan & Langer, Thomas & Trede, Mark, 2007. "A note on myopic loss aversion and the equity premium puzzle," Finance Research Letters, Elsevier, vol. 4(2), pages 127-136, June.
  11. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.
  12. Burkhard Heer & Mark Trede, 2004. "Taxation of labour and capital income in an OLG model with home production and endogenous fertility," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 4(1/2/3), pages 73-88.
  13. Heer, Burkhard & Trede, Mark, 2003. "Efficiency and distribution effects of a revenue-neutral income tax reform," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 87-107, March.
  14. 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, vol. 44(4), pages 1313-1335, November.
  15. Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 1-12, May.
  16. 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, vol. 43(2), pages 493-508, May.
  17. Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, vol. 109(1), pages 151-166, July.
  18. Mark Trede, 2002. "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, vol. 9(1), pages 261-282, December.
  19. 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.
  20. 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, vol. 220(3), pages 315-326.
  21. 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, vol. 220(1), pages 32-47.
  22. 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, vol. 218(3+4), pages 473-490, March.
  23. 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., vol. 13(4), pages 397-409.
  24. Schmid, Friedrich & Trede, Mark, 1998. "A Kolmogorov-type test for second-order stochastic dominance," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 183-193, February.
  25. Trede, Mark, 1998. "Making mobility visible: a graphical device," Economics Letters, Elsevier, vol. 59(1), pages 77-82, April.
  26. Heer, Burkhard & Trede, Mark & Wahrenburg, Mark, 1997. "The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance," Empirical Economics, Springer, vol. 22(2), pages 233-45.
  27. Schmid, Friedrich & Trede, Mark, 1996. "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 91-96, January.
  28. Schmid, Friedrich & Trede, Mark, 1995. "A distribution free test for the two sample problem for general alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 20(4), pages 409-419, October.
10 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-CIS: Confederation of Independent States (1) 2012-07-01
  3. NEP-COM: Industrial Competition (2) 2014-03-22 2015-02-22
  4. NEP-ECM: Econometrics (4) 2010-04-04 2010-04-24 2010-08-06 2011-10-15. Author is listed
  5. NEP-ENE: Energy Economics (1) 2012-07-01
  6. NEP-FMK: Financial Markets (1) 2010-04-24
  7. NEP-GEO: Economic Geography (1) 2013-12-06
  8. NEP-IND: Industrial Organization (3) 2010-04-04 2014-03-22 2015-02-22. Author is listed
  9. NEP-MKT: Marketing (5) 2010-04-04 2010-04-24 2014-03-22 2014-03-22 2015-02-22. Author is listed
  10. NEP-ORE: Operations Research (1) 2012-07-01
  11. NEP-RMG: Risk Management (1) 2012-12-10
  12. NEP-URE: Urban & Real Estate Economics (1) 2013-12-06

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