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

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 47
Year of PublicationTitleAuthor(s)
2014Considering the extremely poor: Multidimensional poverty measurement for GermanyNowak, Daniel; Scheicher, Christoph
2014Geometrical framework for robust portfolio optimizationBazovkin, Pavel
2013A Jarque-Bera test for sphericity of a large-dimensional covariance matrixGlombek, Konstantin
2012Fast nonparametric classification based on data depthLange, Tatjana; Mosler, Karl; Mozharovskyi, Pavlo
2011On the diversification of portfolios of risky assetsFrahm, Gabriel; Wiechers, Christof
2011Stochastic linear programming with a distortion risk constraintBazovkin, Pavel; Mosler, Karl
2011Default probability estimation in small samples: With an application to sovereign bondsOrth, Walter
2011Multi-period credit default prediction with time-varying covariatesOrth, Walter
2011On the causes of car accidents on German Autobahn connectorsGarnowski, Martin; Manner, Hans
2011Construction of uncertainty sets for portfolio selection problemsWiechers, Christof
2011Confidence in prior knowledge: Calibration and impact on portfolio performanceWickern, Tobias
2010Multiple tests for the performance of different investment strategiesFrahm, Gabriel; Wickern, Tobias; Wiechers, Christof
2010On the life course perspective in income related health inequalities: a semiparametric approachSiegel, Martin; Mosler, Karl
2010Forecasting international stock market correlations: does anything beat a CCC?Manner, Hans; Reznikova, Olga
2010Explaining time-varying risk of electricity forwards: trading activity and news announcementsSchulz, Frowin C.
2010An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2010Robust estimation of integrated variance and quarticity under flat price and no trading biasSchulz, Frowin C.
2010The predictive accuracy of credit ratings: measurement and statistical inferenceOrth, Walter
2010An exact algorithm for weighted-mean trimmed regions in any dimensionBazovkin, Pavel; Mosler, Karl
2009A generalization of Tyler's M-estimators to the case of incomplete dataFrahm, Gabriel; Jaekel, Uwe
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 47
Also listed in RePEc / EconPapers