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

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

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Collection's Items (Sorted by Title in Descending order): 1 to 20 of 47

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Year of Publication	Title	Author(s)
*2014*	Considering the extremely poor: Multidimensional poverty measurement for Germany	Nowak, Daniel; Scheicher, Christoph
*2014*	Geometrical framework for robust portfolio optimization	Bazovkin, Pavel
*2013*	A Jarque-Bera test for sphericity of a large-dimensional covariance matrix	Glombek, Konstantin
*2012*	Fast nonparametric classification based on data depth	Lange, Tatjana; Mosler, Karl; Mozharovskyi, Pavlo
*2011*	On the diversification of portfolios of risky assets	Frahm, Gabriel; Wiechers, Christof
*2011*	Stochastic linear programming with a distortion risk constraint	Bazovkin, Pavel; Mosler, Karl
*2011*	Default probability estimation in small samples: With an application to sovereign bonds	Orth, Walter
*2011*	Multi-period credit default prediction with time-varying covariates	Orth, Walter
*2011*	On the causes of car accidents on German Autobahn connectors	Garnowski, Martin; Manner, Hans
*2011*	Construction of uncertainty sets for portfolio selection problems	Wiechers, Christof
*2011*	Confidence in prior knowledge: Calibration and impact on portfolio performance	Wickern, Tobias
*2010*	Multiple tests for the performance of different investment strategies	Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof
*2010*	On the life course perspective in income related health inequalities: a semiparametric approach	Siegel, Martin; Mosler, Karl
*2010*	Forecasting international stock market correlations: does anything beat a CCC?	Manner, Hans; Reznikova, Olga
*2010*	Explaining time-varying risk of electricity forwards: trading activity and news announcements	Schulz, Frowin C.
*2010*	An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation	Frahm, Gabriel
*2010*	Robust estimation of integrated variance and quarticity under flat price and no trading bias	Schulz, Frowin C.
*2010*	The predictive accuracy of credit ratings: measurement and statistical inference	Orth, Walter
*2010*	An exact algorithm for weighted-mean trimmed regions in any dimension	Bazovkin, Pavel; Mosler, Karl
*2009*	A generalization of Tyler's M-estimators to the case of incomplete data	Frahm, Gabriel; Jaekel, Uwe

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 47

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