Here is a list of our discussion papers. Some of the papers are not available electronically; so if you would like to get copies of those or if there are any other problems concerning the transfer please do not hesitate to contact us by mail or email.

The papers are mostly in PDF (Acrobat Reader 4.0) or PostScript format. If you are interested in other formats please let us know. 

No. 01/13
Glombek, K.
A Jarque-Bera test for sphericity of a large-dimensional covariance matrix
February 2013

No. 01/12
Lange, T., Mosler, K. and Mozharovskyi, P.
Fast nonparametric classification based on data depth
April 2012

No. 07/11
Wickern, T.
Confidence in Prior Knowledge
Calibration and Impact on Portfolio Performance
November 2011

No. 06/11
Bazovkin, P. and Mosler, K.
Stochastic linear programming with a distortion risk constraint
November 2011

No. 05/11
Orth, W.
Default Probability Estimation in Small Samples - With an Application to Sovereign Bonds
September 2011

No. 04/11
Wiechers, C.
Construction of Uncertainty Sets for Portfolio Selection Problems
March 2011

No. 03/11
Orth, W.
Multi-period credit default prediction with time-varying covariates
March 2011

No. 02/11
Frahm, G. and Wiechers, C.
On the Diversification of Portfolios of Risky Assets
January 2011

No. 01/11
Garnowski, M. and Manner, H.
On the causes of car accidents on German Autobahn connectors
January 2011

No. 08/10
Schulz, F.
Explaining Time-Varying Risk of Electricity Forwards: Trading Activity and News Announcements
November 2010

No. 07/10
Manner, H. and Reznikova, O.
Forecasting international stock market correlations: Does anything beat a CCC?
October 2010

No. 06/10
Bazovkin, P. und Mosler, K.
An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension
October 2010

No. 05/10
Frahm, G., Wickern, T. und Wiechers, C.
Multiple Tests for the Performance of Different Investment Strategies
June 2010

No. 04/10
Schulz, Frowin C.
Robust Estimation of Integrated Variance and Quarticity under Flat Price and No Trading Bias
May 2010

No. 03/10
Siegel, Martin; Mosler, Karl
On the Life Course Perspective in Income Related Health Inequalities: A Semiparametric Approach
May 2010

No. 02/10
Orth, Walter
The Predictive Accuracy of Credit Ratings: Measurement and Statistical Inference
March 2010

No. 01/10
Frahm, Gabriel
An Analytical Investigation of Estimators for Expected Asset Returns from the Perspective of Optimal Asset Allocation
March 2010

No. 03/08
Scheicher, Christoph
Measuring Polarization via Poverty and Affluence
November 2008

No. 02/08
Frahm, Gabriel; Memmel, Christoph
Dominating Estimators for the Global Minimum Variance Portfolio
February 2008

No. 01/08
Bade, Alexander; Frahm, Gabriel; Jaekel, Uwe
A General Approach to Bayesian Portfolio Optimization
February 2008

No. 09/07
Dobric, Jadran; Frahm, Gabriel; Schmid, Friedrich
Dependence of Stock Returns in Bull and Bear Markets
Dezember 2007

No. 08/07
Bomsdorf, Eckart; Babel, Bernhard
Future life expectancy in the G7 countries. May men live longer than women?
November 2007

No. 07/07
Frahm, Gabriel
Testing for the Best Alternative with an Application to Performance Measurement
August 2007

No. 06/07
Frahm, Gabriel; Mittring Gert
Anmerkungen zur Aggregation von Intelligenzquotienten
June 2007S

No. 05/07
Frahm, Gabriel
Asymptotic Distributions of Robust Shape Matrices and Scales
April 2008

No. 04/07
Scheicher, Christoph
Does work always pay in Germany?
June 2007

No. 03/07
Frahm, Gabriel; Jaekel, Uwe
Distribution-Free Shape Matrix Estimation for Incomplete Data
May 2007

No. 02/07
Frahm, Gabriel; Jaekel, Uwe
Tyler's M-Estimator, Random Matrix Theory, and Generalized Elliptical Distributions with Applications to Finance
April 2007

No. 01/07
Frahm, Gabriel
Linear Statistical Inference for Global and Local Minimum Variance Portfolios
March 2007

No. 03/06
Babel, Bernhard; Bomsdorf, Eckart; Schmidt, Rafael
"Future trends and dynamics of the occurence of Down's Syndrome and Stillbirths"
June 2006

No. 02/06
Kosater, Peter
Cross-City Hedging with Weather Derivatives using Bivariate DCC GARCH Models
December 2006

No. 01/06
Kosater, Peter
On the impact of weather on german hourly power prices
March 2006

No. 01/05
Kosater, Peter; Mosler, Karl
Can Markov-regime switching models improve power price forecasts? Evidence from German daily power prices
April 2005
published in: Applied Energy 83(9) (2006) 943-958.

No. 02/04
Mosler, Karl; Savine, Alexandre
Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Hauptstudium
June 2004
published in: Das Hochschulwesen 53 (2005), 181-187.

No. 01/04
Mosler, Karl; Savine, Alexandre
Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Grundstudium
June 2004
published in: Das Hochschulwesen 53 (2005), 144-150.

No. 04/00
Barth, Wolfgang; Trede, Mark
Produkt- und zielgruppenspezifische Ertragspotenzialrechnungen: Konzeptionen und Implikationen für das Marketing im Girogeschäft
December 2000
published in: Bank-Archiv 50 (2002), 97-105

No. 03/00
Schluter, Christian; Trede, Mark
Statistical Inference for Tail Behaviour of Lorenz Curves
September 2000
published in: Journal of Econometrics 109 (2002), 151-166

No. 02/00
Kraft, Stefan; Schmid, Friedrich
Non-parametric Tests based on Area Statistics
August 2000

No. 01/00
Heer, Burkhard; Trede, Mark
Efficiency and Distribution Effects of a Revenue-neutral Income Tax Reform in Germany
May 2000
published in: Journal of Macroeconomics 25 (2003), 87-107

No. 04/99
Schluter, Christian; Trede, Mark
Local versus Global Assessment of Mobility
published in: International Economic Review 44 (2003), 1313-1335

No. 03/99
Koshevoy, Gleb; Mosler, Karl
Price Majorization and the Inverse Lorenz Function
September 1999

No. 02/99
Maasoumi, Esfandiar; Trede, Mark
Comparing Income Mobility in Germany and the US using Generalized Entropy Mobility Measures
July 1999
published in: Review of Economics and Statistics, 83 (2001) 551-559.

No. 01/99
Lucas, Andre
Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen
March 1999

No. 02/98
Schluter, Christian; Trede, Mark
Statistical Inference for Inequality Measurement with Dependent Data
September 1998
published in: International Economic Review 43 (2002), 185-200

No. 01/98
Dyckerhoff, Rainer; Holz, Hartmut; Mosler, K.
Checking for orthant orderings between discrete multivariate distributions: An algorithm
January 1998

No. 03/97
Mosler, K.; Seidel, W.; Jaschinger, C.
A Power Comparison of Homogeneity Tests in Mixtures of Exponentials
October 1997

No. 02/97
Mark Trede
Making Mobility Visible: A Graphical Device
July 1997
published in: Economics Letters 59 (1998) 77-82.

No. 01/97
Stich Andreas
Simultaneous Inference for Proportions in Arbitrary Sampling Designs
June 1997
published in: Statistica 59 (1999) 427-441.

No. 06/96
Eurich Andreas, Stich Andreas, Weidenfeld Gerd
Die Entwicklung der Anbieterkonzentration auf dem deutschen Erstversicherungsmarkt von 1991 bis 1994
September 1996
published in: Zeitschrift für Betriebswirtschaft 67 (1997) 1093-1110.

No. 05/96
Andreas Stich
Poverty and Life Cycle Effects. A Nonparametric Analysis for Germany.
September 1996
revised version, May 1997

No. 04/96
Andreas Stich
Inequality and negative income
May 1996
published in: Journal of the Italian Statistical Society 3 (1996) 297-305.

No. 03/96
Friedrich Schmid, Mark Trede
A Kolmogorov-Type Test for Second Order Stochastic Dominance
April 1996
published in: Statistics and Probability Letters 37 (1998) 183-193.

No. 02/96
Friedrich Schmid, Mark Trede
Nonparametric Inference for Second Order Stochastic Dominance
February 1996

No. 01/96
Wolfgang Barth, Eckart Bomsdorf
Besteht Long Memory in Devisenkursen? - Eine semiparametrische Analyse
January 1996
published in: Allgemeines Statistisches Archiv 81 (1997) 158-175.

No. 10/95
Andreas Stich
Insurance and Concentration: The Change of Concentration in the Swedish and Finnish Insurance Market 1989-1993
November 1995

No. 09/95
Burkhard Heer, Mark Trede
Taxation of Labor and Capital Income in an OLG Model with Home Production and Endogenous Fertility
published in: International Journal of Global Environmental Issues 4 (2004), 73-88

No. 08/95
Klaus Brachmann
Choosing the optimal bandwidth in case of correlated data
November 1995

No. 07/95
Gleb A. Koshevoy, Karl Mosler
Multivariate Gini Indices
June 1995
published in: Journal of Multivariate Analysis 60 (1997) 252-276.

No. 06/95
Klaus Brachmann, Andreas Stich, Mark Trede
Evaluating Parametric Income Distribution Models
June 1995
published in: Allgemeines Statistisches Archiv 80 (1996) 285-298.

No. 05/95
Klaus Brachmann
Nichtparametrische Analyse parametrischer Wachstumsfunktionen - Eine Anwendung auf das Wachstum des globalen Netzwerks Internet
March 1995

No. 04/95
Friedrich Schmid, Mark Trede
Testing for Stochastic Dominance in Either Direction
February 1995
published in: Computational Statistics 11 (1996) 165-173.

No. 03/95
Eckart Bomsdorf
Ein alternatives Modell zur Reform des Einkommensteuertarifs
January 1995.

No. 02/95
Andreas Stich
Die axiomatische Herleitung einer Klasse von dynamischen Ungleichheitsmassen
January 1995

No. 01/95
Mark Trede
The Age-Profile of Earnings Mobility: Statistical Inference of Conditional Kernel Density Estimates
January 1995
published in: Journal of Applied Econometrics, 13 (1998) 397-409.

No. 12/94
Burkhard Heer, Mark Trede, Mark Wahrenburg
The Effect of Option Trading at the DTB on the Underlying Stocks Return Variance
December 1994
published in: Empirical Economics 22 (1997) 233-245.

No. 11/94
Friedrich Schmid, Mark Trede
Testing for First Order Stochastic Dominance: A New Distribution Free Test
published in: The Statistician 45 (1996) 371-380.

No. 05/94
Eckart Bomsdorf
Allgemeine Sterbetafeln 1986/88 fuer die Bundesrepublik Deutschland und Allgemeine Sterbetafeln 1986/87 fuer die DDR - ein Vergleich
Dezember 1994.