Arbeit wird untersucht, ob die Wirtschaftsstrukturen der betrachteten Städte zwischen den Jahren 1990 und 1998 konvergierten oder divergierten. Dabei werden Daten verwendet, die die Aufteilung der Beschäftigten auf die verschiedenen Branchen in deutschen Großstädten darstellen. Es kann...

In dem vorliegenden Artikel wird empirisch der Fragenachgegangen, ob eine auf Point&Figure-Charts basierende Anlagestrategiestatistisch signifikant zu ökonomisch bedeutsamen Überrenditen führt. Da-bei zeigt sich in den durchgeführten Simulationen, dass eine der beiden un-tersuchten...

The Matching Distribution converges to a Poisson Distribution with ë = 1 as the parameter n converges to infinity. A generalization of the Matching Distribution is proposed. The properties of this Generalized Matching Distribution (GMD) turn out to be analogical to the case with ë = 1.

In this paper the genetic algorithm is described, applications in the field of statistics are indicated and it is applied to the estimation of the parameters of a Johnson-type distribution. The convergence behaviour is analyzed with respect to the mutation probability, the kind of mutations and...

In this paper models for the prediction of matches in the German Soccer Bundesliga are estimated. In a frst step the expected difference of the number of goals is estimated on the basis of estimated abilities of the teams. Here, a focus lies on the necessity of robust parameter estimation. In a...

The Matching Distribution converges to a Poisson Distribution with lambda=1 as the parameter n converges to infinity. A generalization of the Matching Distribution is proposed. The properties of this Generalized Matching Distribution (GMD) turn out to be analogical to the case with lambda=1.

In this paper the efficient market hypothesis in its weak form and the existence of a Monday effect is examined for German stock returns. Using the first order autocorrelation coeffients, a method is developed to test for the existence of finite moments for daily returns. Therefore, simulations...