11
H index
14
i10 index
527
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | The Size Distribution of Cities: Evidence from the Lab. (2024). Verma, Priyam ; Trionfetti, Federico ; Rante, Rocco. In: AMSE Working Papers. RePEc:aim:wpaimx:2413. Full description at Econpapers || Download paper |
| 2023 | The distributional implications of short-term income mobility: evidence for Latin America. (2023). Trombetta, Martin. In: Working Papers. RePEc:aoz:wpaper:241. Full description at Econpapers || Download paper |
| 2023 | General equilibrium model with the entrepreneurial sector for the Russian economy. (2023). Polbin, Andrey V ; Martyanova, Elizaveta V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:9:y:2023:i:2:p:109-133. Full description at Econpapers || Download paper |
| 2023 | Generative Learning of Heterogeneous Tail Dependence. (2020). Yan, Xing ; Sun, Xiangqian ; Wu, QI. In: Papers. RePEc:arx:papers:2011.13132. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
| 2023 | Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438. Full description at Econpapers || Download paper |
| 2023 | On the parametric description of log-growth rates of cities sizes of four European countries and the USA. (2023). Ramos, Arturo ; Puente-Ajov, Miguel ; Massing, Till. In: Papers. RePEc:arx:papers:2308.10034. Full description at Econpapers || Download paper |
| 2023 | The effect of option listing on financing decisions. (2023). King, Taohsien Dolly ; Park, Min C ; Hong, Eunpyo. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:858-891. Full description at Econpapers || Download paper |
| 2023 | A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers || Download paper |
| 2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. 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 |
| 2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335. Full description at Econpapers || Download paper |
| 2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper |
| 2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. 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). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261. Full description at Econpapers || Download paper |
| 2023 | Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48. Full description at Econpapers || Download paper |
| 2023 | Age-specific entrepreneurship and PAYG: Public pensions in Germany. (2023). Heer, Burkhard ; Trede, Mark. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000817. Full description at Econpapers || Download paper |
| 2023 | Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Intergenerational Transmission of Welfare Benefit Receipt: Evidence from Germany. (2023). Riphahn, Regina ; Feichtmayer, Jennifer. In: IZA Discussion Papers. RePEc:iza:izadps:dp16660. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
| 2023 | Tests of stochastic dominance with repeated measurements data. (2023). Ekstrom, Magnus ; Angelov, Angel G. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:3:d:10.1007_s10182-022-00446-8. Full description at Econpapers || Download paper |
| 2023 | The level of African forex markets integration and Eurobond issue. (2023). Kuttu, Saint ; Boachie-Yiadom, Eric ; Andoh, Charles ; Mensah, Lord. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09596-6. Full description at Econpapers || Download paper |
| 2023 | Trivariate Probabilistic Assessments of the Compound Flooding Events Using the 3-D Fully Nested Archimedean (FNA) Copula in the Semiparametric Distribution Setting. (2023). Simonovic, Slobodan P ; Latif, Shahid. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:37:y:2023:i:4:d:10.1007_s11269-023-03448-6. Full description at Econpapers || Download paper |
| 2023 | A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2302. Full description at Econpapers || Download paper |
| 2023 | Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity. (2023). Zhang, Dongna ; Dai, Xingyu ; Wang, Qunwei ; Marco, Chi Keung. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2167-2196. 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 | 1 |
| 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: 1 | 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 | 78 |
| 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: 78 | article | |
| 2013 | Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered In: CQE Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 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 | 10 |
| 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 | 2 |
| 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 | 17 |
| 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 | 10 |
| 2019 | Size distributions reconsidered In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Size distributions reconsidered.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 40 |
| 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 | 87 |
| 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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