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): 21 to 40 of 47
Year of PublicationTitleAuthor(s)
2008Asymptotic distributions of robust shape matrices and scalesFrahm, Gabriel
2008Measuring polarization via poverty and affluenceScheicher, Christoph
2008Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2008A general approach to Bayesian portfolio optimizationBade, Alexander; Frahm, Gabriel; Jaekel, Uwe
2007Anmerkungen zur Aggregation von IntelligenzquotientenFrahm, Gabriel; Mittring, Gert
2007Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to financeFrahm, Gabriel; Jaekel, Uwe
2007Testing for the best alternative with an application to performance measurementFrahm, Gabriel
2007Dependence of stock returns in bull and bear marketsDobrić, Jadran; Frahm, Gabriel; Schmid, Friedrich
2007Linear statistical inference for global and local minimum variance portfoliosFrahm, Gabriel
2006Cross-city hedging with weather derivatives using bivariate DCC GARCH modelsKosater, Peter
2006On the impact of weather on German hourly power pricesKosater, Peter
2005Can Markov-regime switching models improve power price forecasts? Evidence for German daily power pricesKosater, Peter; Mosler, Karl
2004Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im GrundstudiumMosler, Karl; Savine, Alexandre
2004Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im HauptstudiumMosler, Karl; Savine, Alexandre
2000Nonparametric tests based on area-statisticsKraft, Stefan; Schmid, Friedrich
1999Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen DichtefunktionenLucas, André
1999Price majorization and the inverse Lorenz functionKoshevoy, Gleb; Mosler, Karl
1998Checking for orthant orderings between discrete multivariate distributions: An algorithmDyckerhoff, Rainer; Holz, Hartmut; Mosler, Karl
1997A power comparison of homogeneity tests in mixtures of exponentialsMosler, Karl; Seidel, Wilfried; Jaschinger, Christoph
1997Poverty and life cycle effects: A nonparametric analysis for GermanyStich, Andreas
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 47
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