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Comparing income mobility in Germany and the US using generalized entropy mobility measures

Maasoumi, Esfandiar; Trede, Mark - 1999

Persistent link: https://www.econbiz.de/10001387169

How did the German government parties succeed in stabilizing cyclical fluctuations?

Heer, Burkhard; Trede, Mark - In: FinanzArchiv : European journal of public finance 55 (1998) 2, pp. 139-162

Persistent link: https://www.econbiz.de/10001389216

Statistical inference for measures of income mobility

Trede, Mark - In: Jahrbücher für Nationalökonomie und Statistik (1999) 3/4, pp. 473-490

Persistent link: https://www.econbiz.de/10001391807

Efficiency and distribution effects of a revenue-neutral income tax reform

Heer, Burkhard; Trede, Mark - In: Journal of macroeconomics 25 (2003) 1, pp. 87-107

Persistent link: https://www.econbiz.de/10001751001

On the use of projection methods in the computation of OLG models

Heer, Burkhard; Trede, Mark - In: Jahrbücher für Nationalökonomie und Statistik (2000) 1, pp. 32-47

Persistent link: https://www.econbiz.de/10001451520

Statistical inference for inequality and poverty measurement with dependent data

Schluter, Christian; Trede, Mark - In: International economic review 43 (2002) 2, pp. 493-508

Persistent link: https://www.econbiz.de/10001680492

Produkt- und zielgruppenspezifische Ertragspotentialrechnungen : Konzeptionen und Implikationen für das Marketing im Girogeschäft von Banken

Barth, Wolfgang; Trede, Mark - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 50 (2002) 2, pp. 97-105

Persistent link: https://www.econbiz.de/10001651239

Preisalgorithmen und stillschweigende Kollusion : wie Algorithmen lernen zu koopperieren

Hettich, Matthias; Trede, Mark - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 50 (2021) 7/8, pp. 23-29

Persistent link: https://www.econbiz.de/10012612889

Goodness-of-fit tests for parametric families of Archimedean copulas

Savu, Cornelia; Trede, Mark - 2004

This paper suggests a goodness-of-fit test for parametric families of Archimedean copulas for high dimensional distributions. The test statistic is based on the classical chi-square-statistic but has a nonstandard asymptotic distribution. Monte-Carlo simulations show that the test keeps the...

Persistent link: https://www.econbiz.de/10009349860

Forecasting market risk of portfolios: copula-Markov switching multifractal approach

Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143

Persistent link: https://www.econbiz.de/10012258877

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