Mark Trede

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Classifying industries into types of relative concentration
Journal of the Royal Statistical Society. Series A. Statistics in Society
2025-01-22Paper
Mutual volatility transmission between assets and trading places
Dependence Modeling
2024-01-24Paper
Size distributions reconsidered
Econometric Reviews
2022-03-04Paper
Bayesian semiparametric multivariate stochastic volatility with application
Econometric Reviews
2022-03-04Paper
Bayesian estimation of generalized partition of unity copulas
Dependence Modeling
2021-01-14Paper
Do stock returns have an Archimedean copula?
Journal of Applied Statistics
2020-10-26Paper
Maximum likelihood estimation of high-dimensional Student-\(t\) copulas
Statistics & Probability Letters
2020-04-15Paper
Constructing minimum-width confidence bands
Economics Letters
2018-09-05Paper
Markets with technological progress: pricing, quality, and novelty
Journal of Economics
2018-07-16Paper
Weak convergence to the student and Laplace distributions
Journal of Applied Probability
2016-04-29Paper
Hierarchies of Archimedean copulas
Quantitative Finance
2010-04-23Paper
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles
Computational Statistics and Data Analysis
2008-11-04Paper
Goodness-of-fit tests for parametric families of Archimedean copulas
Quantitative Finance
2008-05-15Paper
Finanzmarktstatistik2005-12-28Paper
Tails of Lorenz curves
Journal of Econometrics
2003-04-02Paper
scientific article; zbMATH DE number 1795905 (Why is no real title available?)2002-10-08Paper
Testing for first order stochastic dominance in either direction
Computational Statistics
2000-03-02Paper
Making mobility visible: a graphical device
Economics Letters
1998-08-13Paper
A Kolmogorov-type test for second-order stochastic dominance
Statistics & Probability Letters
1998-03-05Paper
scientific article; zbMATH DE number 1118829 (Why is no real title available?)1998-02-16Paper
A distribution free test for the two sample problem for general alternatives
Computational Statistics and Data Analysis
1997-02-27Paper
An \(L_ 1\)-variant of the Cramér-von Mises test
Statistics & Probability Letters
1996-08-21Paper


Research outcomes over time


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