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Stochastic dominance in German asset returns : empirical evidence from the 1990s : eine empirische Untersuchung für die 90er Jahre

Schmid, Friedrich; Trede, Mark - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 3, pp. 315-326

Persistent link: https://www.econbiz.de/10001533089

Nonparametric tests for second order stochastic dominance from paired observations : theory and empirical application

Schmid, Friedrich - In: Wirtschafts- und Sozialstatistik heute : Theorie und …, (pp. 31-46). 1997

Persistent link: https://www.econbiz.de/10001296675

Nonparametric inference for second order stochastic dominance

Schmid, Friedrich; Trede, Mark - 1996

This paper deals with nonparametric inference for second order stochastic dominance of two random variables. If their distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance are influenced by sampling errors. We establish...

Persistent link: https://www.econbiz.de/10008992397

Distribution of German stock returns normal mixtures revisited

Schmid, Friedrich; Stich, Andreas - In: Mathematische Methoden der Wirtschaftswissenschaften : …, (pp. 272-281). 1999

Persistent link: https://www.econbiz.de/10001426494

Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data

Trede, Mark; Wilfling, Bernd - In: Empirical Economics 33 (2007) 1, pp. 23-39

Persistent link: https://www.econbiz.de/10005758358

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

The age profile of mobility measures : an application to earnings in West Germany

Trede, Mark - In: Journal of applied econometrics 13 (1998) 4, pp. 397-409

Persistent link: https://www.econbiz.de/10001247128

Evaluating parametric income distribution models

Brachmann, Klaus - In: Allgemeines statistisches Archiv : AStA ; journal of … 80 (1996) 3, pp. 285-298

Persistent link: https://www.econbiz.de/10001205065

Comparing income mobility in Germany and the United States using generalized entropy mobility measures

Maasoumi, Esfandiar; Trede, Mark - In: The review of economics and statistics 83 (2001) 3, pp. 551-559

Persistent link: https://www.econbiz.de/10001594198

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

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