Mark Trede
Names
Identifer
Contact
Affiliations
-
Universität Münster
/ Wirtschaftswissenschaftliche Fakultät
/ Center for Quantitative Economics (CQE)
Research profile
author of:
- Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins (repec:bap:journl:170303)
by Chirag Shekhar & Mark Trede - Classifying industries into types of relative concentration (repec:bla:jorssa:v:182:y:2019:i:3:p:1017-1037)
by Ludwig von Auer & Andranik Stepanyan & Mark Trede - Age-Specific Entrepreneurship and PAYG Public Pensions in Germany (repec:ces:ceswps:_8439)
by Burkhard Heer & Mark Trede - Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve (repec:cpm:dynare:078)
by Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark - Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve (repec:cqe:wpaper:10122)
by Gaygysyz Guljanov & Willi Mutschler & Mark Trede - Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test (repec:cqe:wpaper:10623)
by Verena Monschang & Mark Trede & Bernd Wilfling - Extracting stock-market bubbles from dividend futures (repec:cqe:wpaper:10724)
by Nicole Branger & Mark Trede & Bernd Wilfling - Measurement Error in Earnings (repec:cqe:wpaper:10824)
by Stella Martin & Kevin Stabenow & Mark Trede - Inequality Measurement - A unifying framework for dynamics, multidimensionality, and uncertainty (repec:cqe:wpaper:11125)
by Simon Haastert & Christian Schluter & Mark Trede - The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market (repec:cqe:wpaper:1210)
by Ludwig von Auer & Mark Trede - A Direct Test of Rational Bubbles (repec:cqe:wpaper:1310)
by Friedrich Geiecke & Mark Trede - Estimating Continuous-Time Income Models (repec:cqe:wpaper:1811)
by Christian Schluter & Mark Trede - Weak convergence to the t-distribution (repec:cqe:wpaper:2111)
by Christian Schluter & Mark Trede - Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach (repec:cqe:wpaper:2312)
by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling - Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered (repec:cqe:wpaper:2713)
by Christian Schluter & Mark Trede - Markets with Technological Progress: Pricing Quality, and Novelty (repec:cqe:wpaper:3014)
by Ludwig von Auer & Mark Trede - The Case of Herding ist Stronger than You Think (repec:cqe:wpaper:3715)
by Martin T. Bohl & Nicole Branger & Mark Trede - Explosive earnings dynamics: Whoever has will be given more (repec:cqe:wpaper:4716)
by Sarah Meyer & Mark Trede - Classifying Industries Into Types of Relative Concentration (repec:cqe:wpaper:5516)
by Ludwig von Auer & Andranik Stepanyan & Mark Trede - Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements (repec:cqe:wpaper:6217)
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling - Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach (repec:cqe:wpaper:6617)
by Mawuli Segnon & Mark Trede - Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid? (repec:cqe:wpaper:8019)
by Martin T. Bohl & Nicole Branger & Mark Trede - Age-Specific Entrepreneurship and PAYG Public Pensions in Germany (repec:cqe:wpaper:9120)
by Burkhard Heer & Mark Trede - Regional labour migration - Stylized facts for Germany (repec:cqe:wpaper:9320)
by Mark Trede & Michael Zimmermann - Urbanization in Industrialized Countries: Appearances Are Deceptive (repec:cqe:wpaper:9822)
by Ludwig von Auer & Mark Trede - A distribution free test for the two sample problem for general alternatives (repec:eee:csdana:v:20:y:1995:i:4:p:409-419)
by Schmid, Friedrich & Trede, Mark - Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (repec:eee:csdana:v:43:y:2003:i:1:p:1-12)
by Schmid, Friedrich & Trede, Mark - Constructing minimum-width confidence bands (repec:eee:ecolet:v:145:y:2016:i:c:p:182-185)
by Schüssler, Rainer & Trede, Mark - Making mobility visible: a graphical device (repec:eee:ecolet:v:59:y:1998:i:1:p:77-82)
by Trede, Mark - Tails of Lorenz curves (repec:eee:econom:v:109:y:2002:i:1:p:151-166)
by Schluter, Christian & Trede, Mark - Identifying multiple outliers in heavy-tailed distributions with an application to market crashes (repec:eee:empfin:v:15:y:2008:i:4:p:700-713)
by Schluter, Christian & Trede, Mark - Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach (repec:eee:eneeco:v:36:y:2013:i:c:p:491-502)
by Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd - A note on myopic loss aversion and the equity premium puzzle (repec:eee:finlet:v:4:y:2007:i:2:p:127-136)
by Zeisberger, Stefan & Langer, Thomas & Trede, Mark - Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology (repec:eee:finsta:v:5:y:2009:i:4:p:374-392)
by Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark - The case for herding is stronger than you think (repec:eee:jbfina:v:85:y:2017:i:c:p:30-40)
by Bohl, Martin T. & Branger, Nicole & Trede, Mark - Efficiency and distribution effects of a revenue-neutral income tax reform (repec:eee:jmacro:v:25:y:2003:i:1:p:87-107)
by Heer, Burkhard & Trede, Mark - Age-specific entrepreneurship and PAYG: Public pensions in Germany (repec:eee:jmacro:v:75:y:2023:i:c:s0164070422000817)
by Heer, Burkhard & Trede, Mark - Maximum likelihood estimation of high-dimensional Student-t copulas (repec:eee:stapro:v:159:y:2020:i:c:s0167715219303244)
by Trede, Mark - An L1-variant of the Cramer-von Mises test (repec:eee:stapro:v:26:y:1996:i:1:p:91-96)
by Schmid, Friedrich & Trede, Mark - A Kolmogorov-type test for second-order stochastic dominance (repec:eee:stapro:v:37:y:1998:i:2:p:183-193)
by Schmid, Friedrich & Trede, Mark - Weak convergence to the Student and Laplace distributions (repec:hal:journl:hal-01447853)
by Christian Schluter & Mark Trede - Size distributions reconsidered (repec:hal:journl:hal-01994353)
by Christian Schluter & Mark Trede - Spatial earnings inequality (repec:hal:journl:hal-04678689)
by Christian Schluter & Mark Trede - Taxation of labour and capital income in an OLG model with home production and endogenous fertility (repec:ids:ijgenv:v:4:y:2004:i:1/2/3:p:73-88)
by Burkhard Heer & Mark Trede - Statistical Inference for Inequality and Poverty Measurement with Dependent Data (repec:ier:iecrev:v:43:y:2002:i:2:p:493-508)
by Christian Schluter & Mark Trede - Local versus Global Assessment of Mobility (repec:ier:iecrev:v:44:y:2003:i:4:p:1313-1335)
by Christian Schluter & Mark Trede - The age profile of mobility measures: an application to earnings in West Germany (repec:jae:japmet:v:13:y:1998:i:4:p:397-409)
by Mark M. Trede - A Continuous-Time Model of Income Dynamics (repec:jid:journl:y:2011:v:20:i:1:p:104-116)
by Thorsten Heimann & Mark Trede - A Continuous-Time Model of Income Dynamics (repec:jid:journl:y:2011:v:20:i:1:p:29-48)
by Thorsten Heimann & Mark Trede - Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität (repec:jns:jbstat:v:218:y:1999:i:3-4:p:473-490)
by Trede Mark - On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden (repec:jns:jbstat:v:220:y:2000:i:1:p:32-47)
by Heer Burkhard & Trede Mark - Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre (repec:jns:jbstat:v:220:y:2000:i:3:p:315-326)
by Schmid Friedrich & Trede Mark - Markets with technological progress: pricing, quality, and novelty (repec:kap:jeczfn:v:124:y:2018:i:2:d:10.1007_s00712-017-0569-x)
by Ludwig von Auer & Mark Trede - Bootstrapping inequality measures under the null hypothesis: Is it worth the effort? (repec:kap:jeczfn:v:77:y:2002:i:1:p:261-282)
by Mark Trede - Bootstrapping inequality measures under the null hypothesis: Is it worth the effort? (repec:kap:jeczfn:v:9:y:2002:i:1:p:261-282)
by Mark Trede - Eliciting earnings risk from labor and capital income (repec:nor:wpaper:2012039)
by Sarah Meyer & Mark Trede - The dynamics of brand equity: a hedonic regression approach to the laser printer market (repec:pal:jorsoc:v:63:y:2012:i:10:p:1351-1362)
by L von Auer & M Trede - The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance (repec:spr:empeco:v:22:y:1997:i:2:p:233-45)
by Heer, Burkhard & Trede, Mark & Wahrenburg, Mark - Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data (repec:spr:empeco:v:33:y:2007:i:1:p:23-39)
by Mark Trede & Bernd Wilfling - Spatial earnings inequality (repec:spr:joecin:v:22:y:2024:i:3:d:10.1007_s10888-023-09616-3)
by Christian Schluter & Mark Trede - Interquartilsbandbreiten bei der Ermittlung von Verrechnungspreisen: Average-Methode und Pooling-Methode (repec:spr:sjobre:v:67:y:2015:i:3:d:10.1007_bf03372927)
by Robert Ullmann & Mark Trede - Finanzmarktstatistik (repec:spr:sprbok:978-3-540-29795-6)
by Friedrich Schmid & Mark Trede - Estimating the degree of interventionist policies in the run-up to EMU (repec:taf:applec:v:43:y:2011:i:2:p:207-218)
by David Sondermann & Mark Trede & Bernd Wilfling - Size distributions reconsidered (repec:taf:emetrv:v:38:y:2019:i:6:p:695-710)
by Christian Schluter & Mark Trede - Bayesian semiparametric multivariate stochastic volatility with application (repec:taf:emetrv:v:39:y:2020:i:9:p:947-970)
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling - Forecasting market risk of portfolios: copula-Markov switching multifractal approach (repec:taf:eurjfi:v:24:y:2018:i:14:p:1123-1143)
by Mawuli Segnon & Mark Trede - Do stock returns have an Archimedean copula? (repec:taf:japsta:v:40:y:2013:i:8:p:1764-1778)
by Mark Trede & Cornelia Savu - Hierarchies of Archimedean copulas (repec:taf:quantf:v:10:y:2010:i:3:p:295-304)
by Cornelia Savu & Mark Trede - Goodness-of-fit tests for parametric families of Archimedean copulas (repec:taf:quantf:v:8:y:2008:i:2:p:109-116)
by Cornelia Savu & Mark Trede - Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures (repec:tpr:restat:v:83:y:2001:i:3:p:551-559)
by Esfandiar Maasoumi & Mark Trede - The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market (repec:trr:wpaper:201003)
by Ludwig von Auer & Mark Trede - Markets with Technological Progress: Pricing, Quality, and Novelty (repec:trr:wpaper:201405)
by Ludwig von Auer & Mark Trede - Classifying Industries Into Types of Relative Concentration (repec:trr:wpaper:201613)
by Ludwig von Auer & Andranik Stepanyan & Mark Trede - Urbanization in Industrialized Countries: Appearances Are Deceptive (repec:trr:wpaper:202104)
by Ludwig von Auer & Mark Trede - Mutual volatility transmission between assets and trading places (repec:vrs:demode:v:11:y:2023:i:1:p:15:n:1005)
by Masuhr Andreas & Trede Mark - Bayesian estimation of generalized partition of unity copulas (repec:vrs:demode:v:8:y:2020:i:1:p:119-131:n:17)
by Masuhr Andreas & Trede Mark - Bayesian estimation of generalized partition of unity copulas (repec:vrs:demode:v:8:y:2020:i:1:p:119-131:n:7)
by Masuhr Andreas & Trede Mark - Regional Concentration and Confidence Regions (repec:wiw:wiwrsa:ersa15p564)
by Andranik Stepanyan & Ludwig von Auer & Mark Trede - Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid? (repec:wly:apecpp:v:44:y:2022:i:3:p:1534-1553)
by Martin T. Bohl & Nicole Branger & Mark Trede - Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data (repec:zbw:hwwadp:267)
by Wilfling, Bernd & Trede, Mark - Statistical inference in mobility measurement: Sex differences in earnings mobility (repec:zbw:ucdpse:9404)
by Trede, Mark M. - The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates (repec:zbw:ucdpse:9501)
by Trede, Mark M. - Nonparametric inference for second order stochastic dominance (repec:zbw:ucdpse:9602)
by Schmid, Friedrich & Trede, Mark - Making mobility visible: A graphical device (repec:zbw:ucdpse:9702)
by Trede, Mark - Markets with Technological Progress: Pricing, Quality and Novelty (repec:zbw:vfsc14:100581)
by von Auer, Ludwig & Trede, Mark - Decomposing the Urbanization of Employment: A New Measure (repec:zbw:vfsc25:325426)
by von Auer, Ludwig & Trede, Mark