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