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Details about Mark Trede

E-mail:
Homepage:http://www1.wiwi.uni-muenster.de/oeew/index.php/
Phone:+49-251-8325006
Postal address:Center for Quantitative Economics Institut für Ökonometrie und Wirtschaftsstatistik Am Stadtgraben 9 48143 Münster Germany
Workplace:Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät (School of Business and Economics), Universität Münster (University of Munster), (more information at EDIRC)

Access statistics for papers by Mark Trede.

Last updated 2021-01-21. Update your information in the RePEc Author Service.

Short-id: ptr189


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Working Papers

2020

  1. Age-Specific Entrepreneurship and PAYG Public Pensions in Germany
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2020) Downloads View citations (1)
  2. Regional labour migration - Stylized facts for Germany
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads

2019

  1. Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)
  2. Size distributions reconsidered
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article Size distributions reconsidered, Econometric Reviews, Taylor & Francis Journals (2019) Downloads View citations (3) (2019)

2017

  1. Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (2)
  2. Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)
    See also Journal Article Forecasting market risk of portfolios: copula-Markov switching multifractal approach, The European Journal of Finance, Taylor & Francis Journals (2018) Downloads View citations (5) (2018)

2016

  1. Classifying Industries Into Types of Relative Concentration
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads
    Also in Research Papers in Economics, University of Trier, Department of Economics (2016) Downloads

    See also Journal Article Classifying industries into types of relative concentration, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2019) Downloads (2019)
  2. Explosive earnings dynamics: Whoever has will be given more
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)
  3. Weak convergence to the Student and Laplace distributions
    Post-Print, HAL View citations (11)

2015

  1. Regional Concentration and Confidence Regions
    ERSA conference papers, European Regional Science Association Downloads
  2. The Case of Herding ist Stronger than You Think
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)

2014

  1. Markets with Technological Progress: Pricing Quality, and Novelty
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)
    Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) Downloads View citations (1)
    Research Papers in Economics, University of Trier, Department of Economics (2014) Downloads View citations (1)

    See also Journal Article Markets with technological progress: pricing, quality, and novelty, Journal of Economics, Springer (2018) Downloads (2018)

2013

  1. Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (7)

2012

  1. Eliciting earnings risk from labor and capital income
    Norface Discussion Paper Series, Norface Research Programme on Migration, Department of Economics, University College London Downloads
  2. Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (5)
    See also Journal Article Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach, Energy Economics, Elsevier (2013) Downloads View citations (71) (2013)

2011

  1. Estimating Continuous-Time Income Models
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads View citations (1)
  2. Weak convergence to the t-distribution
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads

2010

  1. A Direct Test of Rational Bubbles
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads
  2. The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market
    Research Papers in Economics, University of Trier, Department of Economics Downloads
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2010) Downloads View citations (2)

    See also Journal Article The dynamics of brand equity: a hedonic regression approach to the laser printer market, Journal of the Operational Research Society, Palgrave Macmillan (2012) Downloads View citations (5) (2012)

2004

  1. Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
    HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) Downloads View citations (1)
    See also Journal Article Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data, Empirical Economics, Springer (2007) Downloads View citations (4) (2007)

1997

  1. Making mobility visible: A graphical device
    Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics
    See also Journal Article Making mobility visible: a graphical device, Economics Letters, Elsevier (1998) Downloads View citations (27) (1998)

1996

  1. Nonparametric inference for second order stochastic dominance
    Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics Downloads View citations (1)

1995

  1. The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates
    Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics View citations (1)

1994

  1. Statistical inference in mobility measurement: Sex differences in earnings mobility
    Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics View citations (4)

Journal Articles

2020

  1. Bayesian estimation of generalized partition of unity copulas
    Dependence Modeling, 2020, 8, (1), 119-131 Downloads
  2. Bayesian semiparametric multivariate stochastic volatility with application
    Econometric Reviews, 2020, 39, (9), 947-970 Downloads View citations (5)
  3. Maximum likelihood estimation of high-dimensional Student-t copulas
    Statistics & Probability Letters, 2020, 159, (C) Downloads View citations (1)

2019

  1. Classifying industries into types of relative concentration
    Journal of the Royal Statistical Society Series A, 2019, 182, (3), 1017-1037 Downloads
    See also Working Paper Classifying Industries Into Types of Relative Concentration, CQE Working Papers (2016) Downloads (2016)
  2. Size distributions reconsidered
    Econometric Reviews, 2019, 38, (6), 695-710 Downloads View citations (3)
    See also Working Paper Size distributions reconsidered, Post-Print (2019) Downloads View citations (1) (2019)

2018

  1. Forecasting market risk of portfolios: copula-Markov switching multifractal approach
    The European Journal of Finance, 2018, 24, (14), 1123-1143 Downloads View citations (5)
    See also Working Paper Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach, CQE Working Papers (2017) Downloads View citations (1) (2017)
  2. Markets with technological progress: pricing, quality, and novelty
    Journal of Economics, 2018, 124, (2), 121-137 Downloads
    See also Working Paper Markets with Technological Progress: Pricing Quality, and Novelty, CQE Working Papers (2014) Downloads View citations (1) (2014)

2017

  1. Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins
    Review of Economics & Finance, 2017, 9, 29-41 Downloads View citations (2)
  2. The case for herding is stronger than you think
    Journal of Banking & Finance, 2017, 85, (C), 30-40 Downloads View citations (16)

2016

  1. Constructing minimum-width confidence bands
    Economics Letters, 2016, 145, (C), 182-185 Downloads View citations (2)

2013

  1. Do stock returns have an Archimedean copula?
    Journal of Applied Statistics, 2013, 40, (8), 1764-1778 Downloads View citations (2)
  2. Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
    Energy Economics, 2013, 36, (C), 491-502 Downloads View citations (71)
    See also Working Paper Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach, CQE Working Papers (2012) Downloads View citations (5) (2012)

2012

  1. The dynamics of brand equity: a hedonic regression approach to the laser printer market
    Journal of the Operational Research Society, 2012, 63, (10), 1351-1362 Downloads View citations (5)
    See also Working Paper The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market, Research Papers in Economics (2010) Downloads (2010)

2011

  1. A Continuous-Time Model of Income Dynamics
    Journal of Income Distribution, 2011, 20, (1), 104-116 Downloads View citations (2)
  2. Estimating the degree of interventionist policies in the run-up to EMU
    Applied Economics, 2011, 43, (2), 207-218 Downloads View citations (6)

2010

  1. Hierarchies of Archimedean copulas
    Quantitative Finance, 2010, 10, (3), 295-304 Downloads View citations (40)

2009

  1. Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology
    Journal of Financial Stability, 2009, 5, (4), 374-392 Downloads View citations (1)

2008

  1. Goodness-of-fit tests for parametric families of Archimedean copulas
    Quantitative Finance, 2008, 8, (2), 109-116 Downloads View citations (15)
  2. Identifying multiple outliers in heavy-tailed distributions with an application to market crashes
    Journal of Empirical Finance, 2008, 15, (4), 700-713 Downloads View citations (4)

2007

  1. A note on myopic loss aversion and the equity premium puzzle
    Finance Research Letters, 2007, 4, (2), 127-136 Downloads View citations (2)
  2. Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data
    Empirical Economics, 2007, 33, (1), 23-39 Downloads View citations (4)
    See also Working Paper Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data, HWWA Discussion Papers (2004) Downloads View citations (1) (2004)

2004

  1. Taxation of labour and capital income in an OLG model with home production and endogenous fertility
    International Journal of Global Environmental Issues, 2004, 4, (1/2/3), 73-88 Downloads View citations (1)

2003

  1. Efficiency and distribution effects of a revenue-neutral income tax reform
    Journal of Macroeconomics, 2003, 25, (1), 87-107 Downloads View citations (43)
  2. Local versus Global Assessment of Mobility
    International Economic Review, 2003, 44, (4), 1313-1335 View citations (41)
  3. Simple tests for peakedness, fat tails and leptokurtosis based on quantiles
    Computational Statistics & Data Analysis, 2003, 43, (1), 1-12 Downloads View citations (10)

2002

  1. Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?
    Journal of Economics, 2002, 9, (1), 261-282 Downloads View citations (6)
    Also in Journal of Economics, 2002, 77, (1), 261-282 (2002) Downloads View citations (5)
  2. Statistical Inference for Inequality and Poverty Measurement with Dependent Data
    International Economic Review, 2002, 43, (2), 493-508 Downloads View citations (12)
  3. Tails of Lorenz curves
    Journal of Econometrics, 2002, 109, (1), 151-166 Downloads View citations (32)

2001

  1. Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures
    The Review of Economics and Statistics, 2001, 83, (3), 551-559 Downloads View citations (84)

2000

  1. On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2000, 220, (1), 32-47 Downloads
  2. Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2000, 220, (3), 315-326 Downloads

1999

  1. Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1999, 218, (3-4), 473-490 Downloads View citations (6)

1998

  1. A Kolmogorov-type test for second-order stochastic dominance
    Statistics & Probability Letters, 1998, 37, (2), 183-193 Downloads View citations (10)
  2. Making mobility visible: a graphical device
    Economics Letters, 1998, 59, (1), 77-82 Downloads View citations (27)
    See also Working Paper Making mobility visible: A graphical device, Discussion Papers in Econometrics and Statistics (1997) (1997)
  3. The age profile of mobility measures: an application to earnings in West Germany
    Journal of Applied Econometrics, 1998, 13, (4), 397-409 Downloads View citations (7)

1997

  1. The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance
    Empirical Economics, 1997, 22, (2), 233-45 View citations (4)

1996

  1. An L1-variant of the Cramer-von Mises test
    Statistics & Probability Letters, 1996, 26, (1), 91-96 Downloads View citations (4)

1995

  1. A distribution free test for the two sample problem for general alternatives
    Computational Statistics & Data Analysis, 1995, 20, (4), 409-419 Downloads View citations (17)
 
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