EconStor >
Universität zu Köln >
Seminar für Wirtschafts- und Sozialstatistik, Universität Köln >

Discussion Papers in Statistics and Econometrics, Seminar für Wirtschafts- und Sozialstatistik, Universität Köln

Collection home page

 
 
or browse     
 

Ordering With Most Recent First Show Oldest First

Showing items 1-21 of 45.

Next page
DateTitle Authors
2013 A Jarque-Bera test for sphericity of a large-dimensional covariance matrixGlombek, Konstantin
2012 Fast nonparametric classification based on data depthLange, Tatjana / Mosler, Karl / Mozharovskyi, Pavlo
2011 Stochastic linear programming with a distortion risk constraintBazovkin, Pavel / Mosler, Karl
2011 Confidence in prior knowledge: Calibration and impact on portfolio performanceWickern, Tobias
2011 Default probability estimation in small samples: With an application to sovereign bondsOrth, Walter
2011 Multi-period credit default prediction with time-varying covariatesOrth, Walter
2011 Construction of uncertainty sets for portfolio selection problemsWiechers, Christof
2011 On the causes of car accidents on German Autobahn connectorsGarnowski, Martin / Manner, Hans
2011 On the diversification of portfolios of risky assetsFrahm, Gabriel / Wiechers, Christof
2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2010 Explaining time-varying risk of electricity forwards: trading activity and news announcementsSchulz, Frowin C.
2010 The predictive accuracy of credit ratings: measurement and statistical inferenceOrth, Walter
2010 Forecasting international stock market correlations: does anything beat a CCC?Manner, Hans / Reznikova, Olga
2010 An exact algorithm for weighted-mean trimmed regions in any dimensionBazovkin, Pavel / Mosler, Karl
2010 Multiple tests for the performance of different investment strategiesFrahm, Gabriel / Wickern, Tobias / Wiechers, Christof
2010 On the life course perspective in income related health inequalities: a semiparametric approachSiegel, Martin / Mosler, Karl
2010 Robust estimation of integrated variance and quarticity under flat price and no trading biasSchulz, Frowin C.
2009 A generalization of Tyler's M-estimators to the case of incomplete dataFrahm, Gabriel / Jaekel, Uwe
2008 A general approach to Bayesian portfolio optimizationBade, Alexander / Frahm, Gabriel / Jaekel, Uwe
2008 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph
2008 Measuring polarization via poverty and affluenceScheicher, Christoph
Next page