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~isPartOf:"Economics letters"
~person:"Krämer, Walter"
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Krämer, Walter
Theil, Henri
66
Stark, Oded
45
Hahn, Jinyong
39
Peel, David
39
Schmitz, Patrick W.
39
Kapetanios, George
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Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Economics Letters
7
Jahrbücher für Nationalökonomie und Statistik
5
Schmollers Jahrbuch : journal of contextual economics
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Arbeit und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Empirical Economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of institutional and theoretical economics : JITE
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Kyklos : international review for social sciences
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Mathematical systems in economics
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Politische Studien : Magazin für Politik und Gesellschaft
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Working Paper Series of the German Council for Social and Economic Data
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ECONIS (ZBW)
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OLC EcoSci
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1
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
2
Comparing the accuracy of default predictions in the rating industry for different sets of obligors
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
145
(
2016
),
pp. 48-51
Persistent link: https://www.econbiz.de/10011618170
Saved in:
3
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
4
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
5
A Hausman test for non-ignorability
Bücker, Michael
;
Krämer, Walter
;
Arnold, Matthias
- In:
Economics letters
114
(
2012
)
1
,
pp. 23-25
Persistent link: https://www.econbiz.de/10009515855
Saved in:
6
On the origin of high persistence in GARCH-models
Krämer, Walter
;
Tameze, Baudouin
;
Christou, Konstantinos
- In:
Economics letters
114
(
2012
)
1
,
pp. 72-75
Persistent link: https://www.econbiz.de/10009517280
Saved in:
7
A Hausman test for non-ignorability
Bücker, Michael
;
Krämer, Walter
;
Arnold, Matthias
- In:
Economics letters
114
(
2012
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10009818268
Saved in:
8
On the origin of high persistence in GARCH-models
Krämer, Walter
;
Tameze, Baudouin
;
Christou, Konstantinos
- In:
Economics letters
114
(
2012
)
1
,
pp. 72-76
Persistent link: https://www.econbiz.de/10009818281
Saved in:
9
A cautionary note on computing conditional from unconditional correlations
Krämer, Jonas
;
Krämer, Walter
- In:
Economics letters
111
(
2011
)
2
,
pp. 176-179
Persistent link: https://www.econbiz.de/10009242381
Saved in:
10
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
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