Access Statistics for Mark Trede

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Test of Rational Bubbles 0 0 4 329 4 6 23 778
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 1 7 100 2 5 23 133
Classifying Industries Into Types of Relative Concentration 0 0 0 25 1 2 8 35
Classifying Industries Into Types of Relative Concentration 0 0 1 27 1 1 6 26
Eliciting earnings risk from labor and capital income 0 0 0 30 1 1 2 38
Estimating Continuous-Time Income Models 0 0 1 29 0 0 5 97
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 0 0 7 59
Explosive earnings dynamics: Whoever has will be given more 0 0 0 14 0 1 14 46
Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach 0 0 9 78 4 7 27 81
Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered 0 0 3 47 0 2 11 78
Making mobility visible: A graphical device 0 0 0 140 0 0 4 392
Markets with Technological Progress: Pricing Quality, and Novelty 0 0 1 37 1 3 9 74
Markets with Technological Progress: Pricing, Quality and Novelty 0 0 0 26 0 2 5 31
Markets with Technological Progress: Pricing, Quality, and Novelty 0 0 0 12 0 1 5 80
Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid? 0 1 6 9 3 5 19 33
Nonparametric inference for second order stochastic dominance 0 1 2 178 2 4 14 589
Regional Concentration and Confidence Regions 0 0 0 14 1 1 2 75
Size distributions reconsidered 0 0 4 4 0 0 11 13
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 1 3 171 1 7 19 372
Statistical inference in mobility measurement: Sex differences in earnings mobility 0 0 0 140 0 2 10 962
The Case of Herding ist Stronger than You Think 0 0 1 27 3 5 13 80
The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market 0 0 0 9 0 1 7 51
The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market 0 0 0 144 7 9 14 553
The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates 0 0 0 174 0 2 5 521
Weak convergence to the Student and Laplace distributions 0 0 0 0 0 0 2 10
Weak convergence to the t-distribution 1 1 1 20 1 1 6 89
Total Working Papers 1 5 43 1,792 32 68 271 5,296


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous-Time Model of Income Dynamics 0 0 0 12 0 0 2 47
A Kolmogorov-type test for second-order stochastic dominance 0 0 0 35 0 0 1 105
A distribution free test for the two sample problem for general alternatives 0 0 0 43 1 1 1 104
A note on myopic loss aversion and the equity premium puzzle 0 0 0 69 0 0 2 157
An L1-variant of the Cramer-von Mises test 0 0 1 49 0 0 2 156
Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology 0 0 0 90 1 2 12 291
Bootstrapping inequality measures under the null hypothesis: Is it worth the effort? 0 0 0 3 1 2 7 20
Bootstrapping inequality measures under the null hypothesis: Is it worth the effort? 0 0 1 10 1 2 4 49
Classifying industries into types of relative concentration 0 0 1 1 1 1 8 10
Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures 0 0 2 196 0 0 10 667
Constructing minimum-width confidence bands 0 1 1 5 0 1 8 28
Do stock returns have an Archimedean copula? 0 0 2 11 0 0 4 28
Efficiency and distribution effects of a revenue-neutral income tax reform 1 4 13 179 4 8 28 462
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 0 1 166
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 8 0 3 6 57
Forecasting market risk of portfolios: copula-Markov switching multifractal approach 0 0 1 3 1 2 7 21
Goodness-of-fit tests for parametric families of Archimedean copulas 0 0 1 92 0 0 2 196
Hierarchies of Archimedean copulas 0 0 3 126 0 1 13 318
Identifying multiple outliers in heavy-tailed distributions with an application to market crashes 0 0 0 68 0 0 3 249
Local versus Global Assessment of Mobility 0 0 0 55 0 0 3 217
Making mobility visible: a graphical device 0 0 1 77 0 0 5 163
Markets with technological progress: pricing, quality, and novelty 0 0 4 5 3 10 26 35
On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden 0 0 2 30 0 0 6 80
Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins 0 0 1 31 1 1 14 110
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles 1 1 1 79 1 1 5 176
Size distributions reconsidered 0 0 0 0 0 1 3 5
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 2 4 89 1 5 18 317
Statistical Inference for Inequality and Poverty Measurement with Dependent Data 0 0 1 39 0 0 6 153
Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität 0 0 1 107 0 0 5 188
Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre 0 0 0 19 0 0 0 43
Tails of Lorenz curves 0 0 0 29 0 0 1 109
Taxation of labour and capital income in an OLG model with home production and endogenous fertility 0 0 0 3 0 0 3 17
The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance 0 0 0 0 0 1 14 281
The age profile of mobility measures: an application to earnings in West Germany 0 0 0 45 0 0 4 267
The case for herding is stronger than you think 0 0 3 5 1 5 15 44
The dynamics of brand equity: a hedonic regression approach to the laser printer market 0 0 0 4 0 0 3 17
Total Journal Articles 2 8 44 1,652 17 47 252 5,353


Statistics updated 2020-09-04