Browsing All of EconStor by Author Czado, Claudia


Showing results 1 to 20 of 30
 next >
Year of PublicationTitleAuthor(s)
2003Regression models for ordinal valued time series: applications in high frequency finance and medicineMüller, Gernot J.; Czado, Claudia; Antes, Stefan; Rottenwallner, Martin
2003The inception selection effect of diagnosis in a German long term care portfolioCzado, Claudia; Gschlößl, Susanne
2003Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed GraphsCzado, Claudia; Högn, Ralph
2004Empirical study of intraday option price changes using extended count regression modelsCzado, Claudia; Kolbe, Andreas
2004Calculation of LTC Premiums based on direct estimates of transition probabilitiesHelms, Florian; Czado, Claudia; Gschlößl, Susanne
2004Statistical analysis of absolute transaction price changes of optionsCzado, Claudia; Kolbe, Andreas
2004Bayesian Poisson log-bilinear mortality projectionsCzado, Claudia; Delwarde, Antoine; Denuit, Michel
2004Modeling transport mode decisions using hierarchical binary spatial regression models with cluster effectsCzado, Claudia; Prokopenko, Sergiy
2005Multiresolution analysis of long time series with applications to financeHögn, Ralph; Czado, Claudia
2005Mixed effect model for absolute log returns of ultra high frequency dataHaug, Stephan; Czado, Claudia
2005Modelling count data with overdispersion and spatial effectsGschlößl, Susanne; Czado, Claudia
2005Modeling migraine severity with autoregressive ordered probit modelsCzado, Claudia; Heyn, Anette; Müller, Gernot J.
2005Spatial modelling of claim frequency and claim size in insuranceGschlößl, Susanne; Czado, Claudia
2005Introducing and evaluating a Gibbs sampler for spatial Poisson regression modelsGschlößl, Susanne; Czado, Claudia
2005Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regressionCzado, Claudia; Min, Aleksey
2005Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?Gschlößl, Susanne; Czado, Claudia
2005Modeling migraine severity with autoregressive ordered probit modelsCzado, Claudia; Heyn, Anette; Müller, Gernot J.
2006Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolioCzado, Claudia; Pflüger, Carolin
2006A fractionally integrated ECOGARCH processHaug, Stephan; Czado, Claudia
2006Stochastic volatility models for ordinal valued time series with application to financeMüller, Gernot J.; Czado, Claudia