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Mark Trede

Personal Details

First Name:Mark
Middle Name:
Last Name:Trede
Suffix:
RePEc Short-ID:ptr189
http://www1.wiwi.uni-muenster.de/oeew/index.php/
Center for Quantitative Economics Institut für Ökonometrie und Wirtschaftsstatistik Am Stadtgraben 9 48143 Münster Germany
+49-251-8325006
Terminal Degree:1996 Wirtschafts- und Sozialwissenschaftliche Fakultät; Universität zu Köln (from RePEc Genealogy)

Affiliation

Center for Quantitative Economics (CQE)
Wirtschaftswissenschaftliche Fakultät
Universität Münster

Münster, Germany
http://www1.wiwi.uni-muenster.de/cqe/
RePEc:edi:cqmuede (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mark Trede & Michael Zimmermann, 2020. "Regional labour migration - Stylized facts for Germany," CQE Working Papers 9320, Center for Quantitative Economics (CQE), University of Muenster.
  2. Burkhard Heer & Mark Trede, 2020. "Age-Specific Entrepreneurship and PAYG Public Pensions in Germany," CQE Working Papers 9120, Center for Quantitative Economics (CQE), University of Muenster.
  3. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Post-Print hal-01994353, HAL.
  4. Martin T. Bohl & Nicole Branger & Mark Trede, 2019. "Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?," CQE Working Papers 8019, Center for Quantitative Economics (CQE), University of Muenster.
  5. Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
  6. Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017. "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers 6217, Center for Quantitative Economics (CQE), University of Muenster.
  7. Sarah Meyer & Mark Trede, 2016. "Explosive earnings dynamics: Whoever has will be given more," CQE Working Papers 4716, Center for Quantitative Economics (CQE), University of Muenster.
  8. Christian Schluter & Mark Trede, 2016. "Weak convergence to the Student and Laplace distributions," Post-Print hal-01447853, HAL.
  9. Ludwig von Auer & Andranik Stepanyan & Mark Trede, 2016. "Classifying Industries Into Types of Relative Concentration," CQE Working Papers 5516, Center for Quantitative Economics (CQE), University of Muenster.
  10. Andranik Stepanyan & Ludwig von Auer & Mark Trede, 2015. "Regional Concentration and Confidence Regions," ERSA conference papers ersa15p564, European Regional Science Association.
  11. Martin T. Bohl & Nicole Branger & Mark Trede, 2015. "The Case of Herding ist Stronger than You Think," CQE Working Papers 3715, Center for Quantitative Economics (CQE), University of Muenster.
  12. Ludwig von Auer & Mark Trede, 2014. "Markets with Technological Progress: Pricing Quality, and Novelty," CQE Working Papers 3014, Center for Quantitative Economics (CQE), University of Muenster.
  13. Christian Schluter & Mark Trede, 2013. "Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered," CQE Working Papers 2713, Center for Quantitative Economics (CQE), University of Muenster.
  14. Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers 2312, Center for Quantitative Economics (CQE), University of Muenster.
  15. Sarah Meyer & Mark Trede, 2012. "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series 2012039, Norface Research Programme on Migration, Department of Economics, University College London.
  16. Christian Schluter & Mark Trede, 2011. "Estimating Continuous-Time Income Models," CQE Working Papers 1811, Center for Quantitative Economics (CQE), University of Muenster.
  17. Christian Schluter & Mark Trede, 2011. "Weak convergence to the t-distribution," CQE Working Papers 2111, Center for Quantitative Economics (CQE), University of Muenster.
  18. Friedrich Geiecke & Mark Trede, 2010. "A Direct Test of Rational Bubbles," CQE Working Papers 1310, Center for Quantitative Economics (CQE), University of Muenster.
  19. Ludwig von Auer & Mark Trede, 2010. "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers 1210, Center for Quantitative Economics (CQE), University of Muenster.
  20. Wilfling, Bernd & Trede, Mark, 2004. "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers 267, Hamburg Institute of International Economics (HWWA).
  21. Trede, Mark, 1997. "Making mobility visible: A graphical device," Discussion Papers in Econometrics and Statistics 2/97, University of Cologne, Institute of Econometrics and Statistics.
  22. Schmid, Friedrich & Trede, Mark, 1996. "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics 2/96, University of Cologne, Institute of Econometrics and Statistics.
  23. Trede, Mark M., 1995. "The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates," Discussion Papers in Econometrics and Statistics 1/95, University of Cologne, Institute of Econometrics and Statistics.
  24. Trede, Mark M., 1994. "Statistical inference in mobility measurement: Sex differences in earnings mobility," Discussion Papers in Econometrics and Statistics 4/94, University of Cologne, Institute of Econometrics and Statistics.

Articles

  1. Trede, Mark, 2020. "Maximum likelihood estimation of high-dimensional Student-t copulas," Statistics & Probability Letters, Elsevier, vol. 159(C).
  2. Masuhr Andreas & Trede Mark, 2020. "Bayesian estimation of generalized partition of unity copulas," Dependence Modeling, De Gruyter, vol. 8(1), pages 119-131, January.
  3. Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2020. "Bayesian semiparametric multivariate stochastic volatility with application," Econometric Reviews, Taylor & Francis Journals, vol. 39(9), pages 947-970, October.
  4. Ludwig von Auer & Andranik Stepanyan & Mark Trede, 2019. "Classifying industries into types of relative concentration," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 1017-1037, June.
  5. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 695-710, July.
  6. Ludwig von Auer & Mark Trede, 2018. "Markets with technological progress: pricing, quality, and novelty," Journal of Economics, Springer, vol. 124(2), pages 121-137, June.
  7. Mawuli Segnon & Mark Trede, 2018. "Forecasting market risk of portfolios: copula-Markov switching multifractal approach," The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
  8. Chirag Shekhar & Mark Trede, 2017. "Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 29-41, August.
  9. Bohl, Martin T. & Branger, Nicole & Trede, Mark, 2017. "The case for herding is stronger than you think," Journal of Banking & Finance, Elsevier, vol. 85(C), pages 30-40.
  10. Schüssler, Rainer & Trede, Mark, 2016. "Constructing minimum-width confidence bands," Economics Letters, Elsevier, vol. 145(C), pages 182-185.
  11. Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, vol. 36(C), pages 491-502.
  12. Mark Trede & Cornelia Savu, 2013. "Do stock returns have an Archimedean copula?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1764-1778, August.
  13. L von Auer & M Trede, 2012. "The dynamics of brand equity: a hedonic regression approach to the laser printer market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 63(10), pages 1351-1362, October.
  14. Thorsten Heimann & Mark Trede, 2011. "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., vol. 20(1), pages 104-116, March.
  15. David Sondermann & Mark Trede & Bernd Wilfling, 2011. "Estimating the degree of interventionist policies in the run-up to EMU," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 207-218.
  16. Cornelia Savu & Mark Trede, 2010. "Hierarchies of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 295-304.
  17. Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark, 2009. "Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology," Journal of Financial Stability, Elsevier, vol. 5(4), pages 374-392, December.
  18. Cornelia Savu & Mark Trede, 2008. "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 109-116.
  19. Schluter, Christian & Trede, Mark, 2008. "Identifying multiple outliers in heavy-tailed distributions with an application to market crashes," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 700-713, September.
  20. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.
  21. Zeisberger, Stefan & Langer, Thomas & Trede, Mark, 2007. "A note on myopic loss aversion and the equity premium puzzle," Finance Research Letters, Elsevier, vol. 4(2), pages 127-136, June.
  22. Burkhard Heer & Mark Trede, 2004. "Taxation of labour and capital income in an OLG model with home production and endogenous fertility," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 4(1/2/3), pages 73-88.
  23. Heer, Burkhard & Trede, Mark, 2003. "Efficiency and distribution effects of a revenue-neutral income tax reform," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 87-107, March.
  24. Christian Schluter & Mark Trede, 2003. "Local versus Global Assessment of Mobility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(4), pages 1313-1335, November.
  25. Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 1-12, May.
  26. Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, vol. 109(1), pages 151-166, July.
  27. Christian Schluter & Mark Trede, 2002. "Statistical Inference for Inequality and Poverty Measurement with Dependent Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 493-508, May.
  28. Mark Trede, 2002. "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, vol. 9(1), pages 261-282, December.
  29. Esfandiar Maasoumi & Mark Trede, 2001. "Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 551-559, August.
  30. Schmid Friedrich & Trede Mark, 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," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(3), pages 315-326, June.
  31. Heer Burkhard & Trede Mark, 2000. "On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(1), pages 32-47, February.
  32. Trede Mark, 1999. "Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(3-4), pages 473-490, June.
  33. Mark M. Trede, 1998. "The age profile of mobility measures: an application to earnings in West Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(4), pages 397-409.
  34. Schmid, Friedrich & Trede, Mark, 1998. "A Kolmogorov-type test for second-order stochastic dominance," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 183-193, February.
  35. Trede, Mark, 1998. "Making mobility visible: a graphical device," Economics Letters, Elsevier, vol. 59(1), pages 77-82, April.
  36. Heer, Burkhard & Trede, Mark & Wahrenburg, Mark, 1997. "The Effect of Option Trading at the DTB on the Underlying Stocks' Return Variance," Empirical Economics, Springer, vol. 22(2), pages 233-245.
  37. Schmid, Friedrich & Trede, Mark, 1996. "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 91-96, January.
  38. Schmid, Friedrich & Trede, Mark, 1995. "A distribution free test for the two sample problem for general alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 20(4), pages 409-419, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2010-04-04 2010-04-24 2011-10-15 2017-07-02 2017-09-17. Author is listed
  2. NEP-MKT: Marketing (5) 2010-04-04 2010-04-24 2014-03-22 2014-03-22 2015-02-22. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (5) 2013-12-06 2016-10-09 2016-11-20 2020-04-06 2020-10-12. Author is listed
  4. NEP-GEO: Economic Geography (4) 2013-12-06 2016-10-09 2016-11-20 2020-10-12
  5. NEP-EUR: Microeconomic European Issues (3) 2020-07-27 2020-08-17 2020-10-12
  6. NEP-IND: Industrial Organization (3) 2010-04-04 2014-03-22 2015-02-22
  7. NEP-LAB: Labour Economics (3) 2020-07-27 2020-08-17 2020-10-12
  8. NEP-ORE: Operations Research (3) 2012-07-01 2017-07-02 2017-09-17
  9. NEP-AGE: Economics of Ageing (2) 2020-07-27 2020-08-17
  10. NEP-COM: Industrial Competition (2) 2014-03-22 2015-02-22
  11. NEP-DGE: Dynamic General Equilibrium (2) 2020-07-27 2020-08-17
  12. NEP-ENT: Entrepreneurship (2) 2020-07-27 2020-08-17
  13. NEP-RMG: Risk Management (2) 2012-12-10 2017-09-17
  14. NEP-BAN: Banking (1) 2010-04-24
  15. NEP-CIS: Confederation of Independent States (1) 2012-07-01
  16. NEP-ENE: Energy Economics (1) 2012-07-01
  17. NEP-ETS: Econometric Time Series (1) 2017-07-02
  18. NEP-FMK: Financial Markets (1) 2010-04-24
  19. NEP-FOR: Forecasting (1) 2017-09-17
  20. NEP-MIG: Economics of Human Migration (1) 2020-10-12
  21. NEP-PBE: Public Economics (1) 2020-08-17

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