Discussion Papers in Econometrics and Statistics, Institut für Ökonometrie und Statistik, Universität Köln

Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 47
Year of PublicationTitleAuthor(s)
2014 Geometrical framework for robust portfolio optimizationBazovkin, Pavel
2014 Considering the extremely poor: Multidimensional poverty measurement for GermanyNowak, Daniel; Scheicher, Christoph
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 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 On the causes of car accidents on German Autobahn connectorsGarnowski, Martin; Manner, Hans
2011 Construction of uncertainty sets for portfolio selection problemsWiechers, Christof
2011 Multi-period credit default prediction with time-varying covariatesOrth, Walter
2011 On the diversification of portfolios of risky assetsFrahm, Gabriel; Wiechers, Christof
2011 Stochastic linear programming with a distortion risk constraintBazovkin, Pavel; Mosler, Karl
2010 Explaining time-varying risk of electricity forwards: trading activity and news announcementsSchulz, Frowin C.
2010 Forecasting international stock market correlations: does anything beat a CCC?Manner, Hans; Reznikova, Olga
2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2010 An exact algorithm for weighted-mean trimmed regions in any dimensionBazovkin, Pavel; Mosler, Karl
2010 The predictive accuracy of credit ratings: measurement and statistical inferenceOrth, Walter
2010 Robust estimation of integrated variance and quarticity under flat price and no trading biasSchulz, Frowin C.
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
2009 A generalization of Tyler's M-estimators to the case of incomplete dataFrahm, Gabriel; Jaekel, Uwe
Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 47
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