12
H index
14
i10 index
545
Citations
Mark Trede : Citation Profile
Universität Münster | RESEARCH PRODUCTION: 39 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1994 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Trede. | Is cited by:
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Main data
Where Mark Trede has published?
Recent works citing Mark Trede (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Stochastic modelling of food insecurity risk in Africa: Use of Vine Copulas and cointegration approaches. (2025). Pede, Valerien O ; Okou, Cyrille Guei ; Jeremy, Ronald ; Amar, Amine. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360696. Full description at Econpapers || Download paper |
| 2024 | The Size Distribution of Cities: Evidence from the Lab. (2024). Trionfetti, Federico ; Rante, Rocco ; Verma, Priyam. In: AMSE Working Papers. RePEc:aim:wpaimx:2413. Full description at Econpapers || Download paper |
| 2024 | The Dynamics of Inequality and Mobility: A Panel Data Analysis of the Spanish Income Tax. (2024). Snchezsantos, Jos Manuel ; Castellanosgarca, Pablo ; Martnlegendre, Juan Ignacio. In: Social Science Quarterly. RePEc:bla:socsci:v:105:y:2024:i:3:p:696-708. Full description at Econpapers || Download paper |
| 2024 | Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724. Full description at Econpapers || Download paper |
| 2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper |
| 2024 | The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41. Full description at Econpapers || Download paper |
| 2025 | Cross-country risk spillovers: A FHM factor copula approach. (2025). Chen, Zhenlong ; Hao, Xiaozhen ; Chang, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s026499932500118x. Full description at Econpapers || Download paper |
| 2025 | Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177. Full description at Econpapers || Download paper |
| 2024 | Portfolio selection via high-dimensional stochastic factor Copula. (2024). Chen, Zhenlong ; Hao, Xiaozhen ; Chang, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007815. Full description at Econpapers || Download paper |
| 2025 | Herding behavior in African stock markets: A state-space assessment during times of crisis. (2025). Sy, Oumar ; Sne, Babacar ; Mbengue, Mohamed Lamine ; Assoe, Kodjovi. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004714. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Fritzsch, Simon ; Timphus, Maike ; Weiss, Gregor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261. Full description at Econpapers || Download paper |
| 2025 | Cautionary tales of fat tails. (2025). Dave, Chetan ; Dressler, Scott J ; Malik, Samreen. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000163. Full description at Econpapers || Download paper |
| 2024 | On the parametric description of log-growth rates of Romanian city sizes. (2024). Ramos, Arturo ; Chivu, Luminita ; Preda, Vasile ; Massing, Till ; Puente-Ajovin, Miguel ; Bncescu, Irina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:643:y:2024:i:c:s0378437124003273. Full description at Econpapers || Download paper |
| 2025 | Preference for consumption predictability and the equity premium puzzle. (2025). Vázquez, Jesús ; Cassou, Steven P ; Vzquez, Jess. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005441. Full description at Econpapers || Download paper |
| 2024 | Scenario Assessment of Macroeconomic Effects of Progressive Taxation in Russia. (2024). Martyanova, Elizaveta V ; Polbin, Andrey V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240101:p:8-30. Full description at Econpapers || Download paper |
| 2025 | Geography and City Size: From Remains of Bukhara to the Modern US. (2025). Verma, Priyam ; Trionfetti, Federico ; Rante, Rocco. In: Working Papers. RePEc:inf:wpaper:2025.13. Full description at Econpapers || Download paper |
| 2024 | The Contribution of Employer Changes to Aggregate Wage Mobility. (2024). Mueller, Steffen ; Muller, Steffen ; Hollandt, Nils Torben. In: IZA Discussion Papers. RePEc:iza:izadps:dp17259. Full description at Econpapers || Download paper |
| 2025 | Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531. Full description at Econpapers || Download paper |
| 2024 | Empirical Study Regarding the Central and Eastern European Countries’ Soundness of Pension Systems. Triangle Assessment: Social, Economic, and Financial Features of Pension Systems. (2024). Stofkova, Katarina Repkova ; Dumiter, Florin Cornel ; Louanov, Erika ; Boi, Marius ; Nicoar, Tefania Amalia. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:4:p:105-127. Full description at Econpapers || Download paper |
| 2024 | Mixtures of log-normal distributions in the mid-scale range of firm-size variables. (2024). Ramos, Arturo ; Massing, Till ; Ishikawa, Atushi ; Fujimoto, Shouji ; Mizuno, Takayuki. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-024-00283-1. Full description at Econpapers || Download paper |
| 2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
| 2024 | Spatial earnings inequality. (2024). Trede, Mark ; Schluter, Christian. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:22:y:2024:i:3:d:10.1007_s10888-023-09616-3. Full description at Econpapers || Download paper |
| 2025 | Discrete-Continuous Dual Families, Reciprocal Laws, Random Summation, and Mixtures of Gaussian Distributions. (2025). Kozubowski, Tomasz J ; Ohemeng, Matthew A. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:87:y:2025:i:2:d:10.1007_s13171-025-00401-0. Full description at Econpapers || Download paper |
| 2024 | Better ways to test for herding. (2024). Hudson, Robert ; Wang, Junkai. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:790-818. Full description at Econpapers || Download paper |
| 2024 | The contribution of employer changes to aggregate wage mobility. (2024). Mueller, Steffen ; Muller, Steffen ; Hollandt, Nils Torben. In: IWH Discussion Papers. RePEc:zbw:iwhdps:302192. Full description at Econpapers || Download paper |
Works by Mark Trede:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Classifying industries into types of relative concentration In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 2016 | Classifying Industries Into Types of Relative Concentration.(2016) In: CQE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Classifying Industries Into Types of Relative Concentration.(2016) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Age-Specific Entrepreneurship and PAYG Public Pensions in Germany In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Age-Specific Entrepreneurship and PAYG Public Pensions in Germany.(2020) In: CQE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The dynamics of brand equity: a hedonic regression approach to the laser printer market.(2012) In: Journal of the Operational Research Society. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market.(2010) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | A Direct Test of Rational Bubbles In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Estimating Continuous-Time Income Models In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Weak convergence to the t-distribution In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach In: CQE Working Papers. [Full Text][Citation analysis] | paper | 81 |
| 2013 | Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
| 2013 | Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered In: CQE Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Markets with Technological Progress: Pricing Quality, and Novelty In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Markets with technological progress: pricing, quality, and novelty.(2018) In: Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Markets with Technological Progress: Pricing, Quality, and Novelty.(2014) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Markets with Technological Progress: Pricing, Quality and Novelty.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | The Case of Herding ist Stronger than You Think In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Explosive earnings dynamics: Whoever has will be given more In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements In: CQE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach In: CQE Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Forecasting market risk of portfolios: copula-Markov switching multifractal approach.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid? In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Regional labour migration - Stylized facts for Germany In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | A distribution free test for the two sample problem for general alternatives In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 17 |
| 2003 | Simple tests for peakedness, fat tails and leptokurtosis based on quantiles In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2016 | Constructing minimum-width confidence bands In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1998 | Making mobility visible: a graphical device In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 1997 | Making mobility visible: A graphical device.(1997) In: Discussion Papers in Econometrics and Statistics. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2002 | Tails of Lorenz curves In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2008 | Identifying multiple outliers in heavy-tailed distributions with an application to market crashes In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2007 | A note on myopic loss aversion and the equity premium puzzle In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2009 | Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
| 2017 | The case for herding is stronger than you think In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
| 2003 | Efficiency and distribution effects of a revenue-neutral income tax reform In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 43 |
| 2020 | Maximum likelihood estimation of high-dimensional Student-t copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 1996 | An L1-variant of the Cramer-von Mises test In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
| 1998 | A Kolmogorov-type test for second-order stochastic dominance In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 10 |
| 2016 | Weak convergence to the Student and Laplace distributions In: Post-Print. [Citation analysis] | paper | 12 |
| 2019 | Size distributions reconsidered In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Size distributions reconsidered.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2004 | Taxation of labour and capital income in an OLG model with home production and endogenous fertility In: International Journal of Global Environmental Issues. [Full Text][Citation analysis] | article | 2 |
| 2002 | Statistical Inference for Inequality and Poverty Measurement with Dependent Data In: International Economic Review. [Full Text][Citation analysis] | article | 12 |
| 2003 | Local versus Global Assessment of Mobility In: International Economic Review. [Full Text][Citation analysis] | article | 42 |
| 1998 | The age profile of mobility measures: an application to earnings in West Germany In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2011 | A Continuous-Time Model of Income Dynamics In: Journal of Income Distribution. [Full Text][Citation analysis] | article | 2 |
| 1999 | Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 6 |
| 2000 | On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2000 | Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2002 | Bootstrapping inequality measures under the null hypothesis: Is it worth the effort? In: Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 2002 | Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?.(2002) In: Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | Eliciting earnings risk from labor and capital income In: Norface Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The Effect of Option Trading at the DTB on the Underlying Stocks Return Variance. In: Empirical Economics. [Citation analysis] | article | 4 |
| 2007 | Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Estimating the degree of interventionist policies in the run-up to EMU In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Bayesian semiparametric multivariate stochastic volatility with application In: Econometric Reviews. [Full Text][Citation analysis] | article | 6 |
| 2013 | Do stock returns have an Archimedean copula? In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Hierarchies of Archimedean copulas In: Quantitative Finance. [Full Text][Citation analysis] | article | 43 |
| 2008 | Goodness-of-fit tests for parametric families of Archimedean copulas In: Quantitative Finance. [Full Text][Citation analysis] | article | 15 |
| 2001 | Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 88 |
| 2020 | Bayesian estimation of generalized partition of unity copulas In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Regional Concentration and Confidence Regions In: ERSA conference papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Statistical inference in mobility measurement: Sex differences in earnings mobility In: Discussion Papers in Econometrics and Statistics. [Citation analysis] | paper | 4 |
| 1995 | The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates In: Discussion Papers in Econometrics and Statistics. [Citation analysis] | paper | 1 |
| 1996 | Nonparametric inference for second order stochastic dominance In: Discussion Papers in Econometrics and Statistics. [Full Text][Citation analysis] | paper | 0 |
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