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Content
2014
- 02/14 Considering the extremely poor: Multidimensional poverty measurement for Germany
by Nowak, Daniel & Scheicher, Christoph - 01/14 Geometrical framework for robust portfolio optimization
by Bazovkin, Pavel
2013
- 1/13 A Jarque-Bera test for sphericity of a large-dimensional covariance matrix
by Glombek, Konstantin
2012
- 1/12 Fast nonparametric classification based on data depth
by Lange, Tatjana & Mosler, Karl & Mozharovskyi, Pavlo
2011
- 7/11 Confidence in prior knowledge: Calibration and impact on portfolio performance
by Wickern, Tobias - 6/11 Stochastic linear programming with a distortion risk constraint
by Bazovkin, Pavel & Mosler, Karl - 5/11 Default probability estimation in small samples: With an application to sovereign bonds
by Orth, Walter - 4/11 Construction of uncertainty sets for portfolio selection problems
by Wiechers, Christof - 3/11 Multi-period credit default prediction with time-varying covariates
by Orth, Walter - 2/11 On the diversification of portfolios of risky assets
by Frahm, Gabriel & Wiechers, Christof - 1/11 On the causes of car accidents on German Autobahn connectors
by Garnowski, Martin & Manner, Hans
2010
- 8/10 Explaining time-varying risk of electricity forwards: trading activity and news announcements
by Schulz, Frowin C. - 7/10 Forecasting international stock market correlations: does anything beat a CCC?
by Manner, Hans & Reznikova, Olga - 6/10 An exact algorithm for weighted-mean trimmed regions in any dimension
by Bazovkin, Pavel & Mosler, Karl - 5/10 Multiple tests for the performance of different investment strategies
by Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof - 4/10 Robust estimation of integrated variance and quarticity under flat price and no trading bias
by Schulz, Frowin C. - 3/10 On the life course perspective in income related health inequalities: a semiparametric approach
by Siegel, Martin & Mosler, Karl - 2/10 The predictive accuracy of credit ratings: measurement and statistical inference
by Orth, Walter - 1/10 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
by Frahm, Gabriel
2009
- 3/07 A generalization of Tyler's M-estimators to the case of incomplete data
by Frahm, Gabriel & Jaekel, Uwe
2008
- 5/07 Asymptotic distributions of robust shape matrices and scales
by Frahm, Gabriel - 3/08 Measuring polarization via poverty and affluence
by Scheicher, Christoph - 2/08 Dominating estimators for the global minimum variance portfolio
by Frahm, Gabriel & Memmel, Christoph - 1/08 A general approach to Bayesian portfolio optimization
by Bade, Alexander & Frahm, Gabriel & Jaekel, Uwe
2007
- 9/07 Dependence of stock returns in bull and bear markets
by Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich - 7/07 Testing for the best alternative with an application to performance measurement
by Frahm, Gabriel - 6/07 Anmerkungen zur Aggregation von Intelligenzquotienten
by Frahm, Gabriel & Mittring, Gert - 2/07 Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance
by Frahm, Gabriel & Jaekel, Uwe - 1/07 Linear statistical inference for global and local minimum variance portfolios
by Frahm, Gabriel
2006
- 2/06 Cross-city hedging with weather derivatives using bivariate DCC GARCH models
by Kosater, Peter - 1/06 On the impact of weather on German hourly power prices
by Kosater, Peter
2005
- 1/05 Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices
by Kosater, Peter & Mosler, Karl
2004
- 2/04 Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Hauptstudium
by Mosler, Karl & Savine, Alexandre - 1/04 Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Grundstudium
by Mosler, Karl & Savine, Alexandre
2000
- 2/00 Nonparametric tests based on area-statistics
by Kraft, Stefan & Schmid, Friedrich
1999
- 3/99 Price majorization and the inverse Lorenz function
by Koshevoy, Gleb & Mosler, Karl - 1/99 Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen
by Lucas, André
1998
- 1/98 Checking for orthant orderings between discrete multivariate distributions: An algorithm
by Dyckerhoff, Rainer & Holz, Hartmut & Mosler, Karl
1997
- 5/96 [rev.] Poverty and life cycle effects: A nonparametric analysis for Germany
by Stich, Andreas - 3/97 A power comparison of homogeneity tests in mixtures of exponentials
by Mosler, Karl & Seidel, Wilfried & Jaschinger, Christoph - 2/97 Making mobility visible: A graphical device
by Trede, Mark - 1/97 Simultaneous inference for proportions in arbitrary sampling designs
by Stich, Andreas
1996
- 6/96 Die Entwicklung der Anbieterkonzentration auf dem deutschen Erstversicherungsmarkt von 1991 bis 1994
by Eurich, Andreas & Stich, Andreas & Weidenfeld, Gerd - 5/96 Poverty and life cycle effects: A nonparametric analysis for Germany
by Stich, Andreas - 4/96 Inequality and negative income
by Stich, Andreas - 2/96 Nonparametric inference for second order stochastic dominance
by Schmid, Friedrich & Trede, Mark
1995
- 10/95 Insurance and concentration: The change of concentration in the Swedish and Finnish insurance market 1989-1993
by Stich, Andreas - 9/95 Taxation of labor and capital income in an OLG model with home production and endogenous fertility
by Heer, Burkhard - 8/95 Choosing the optimal bandwidth in case of correlated data
by Brachmann, Klaus - 7/95 Multivariate Gini indices
by Koshevoy, Gleb & Mosler, Karl - 5/95 Nichtparametrische Analyse parametrischer Wachstumsfunktionen: Eine Anwendung auf das Wachstum des globalen Netzwerks Internet
by Brachmann, Klaus - 2/95 Die axiomatische Herleitung einer Klasse von dynamischen Ungleichheitsmaßen
by Stich, Andreas - 1/95 The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates
by Trede, Mark M.
1994
- 4/94 Statistical inference in mobility measurement: Sex differences in earnings mobility
by Trede, Mark M.