Multi-horizon uniform superior predictive ability revisited

Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025)

In: Journal of Business and Economic Statistics.

Research article (journal)

Extracting stock-market bubbles from dividend futures

Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024)

Universität Münster(kein Verlag angegeben).

Working paper

Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test

Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023)

Münster: .

Working paper

Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?

Bohl, Martin T.; Branger, Nicole; Trede, Mark (2022)

In: Applied Economic Perspectives and Policy, 44(3).

Research article (journal)

Maximum likelihood estimation of high-dimensional Student-t copulas

Trede M (2020)

In: Statistics and Probability Letters, 159.

Research article (journal)

Publications

Contact

Top-Links

Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal)
Spatial Earnings Inequality Schluter, Christian; Trede, Mark (2024) In: Journal of Economic Inequality, 22. Research article (journal)
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Working paper
Age-specific entrepreneurship and PAYG: Public pensions in Germany Heer, Burkhard; Trede, Mark (2023) In: Journal of Macroeconomics, 75, 103488. Research article (journal)
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: . Working paper
Mutual volatility transmission between assets and trading places Masuhr, Andreas; Trede, Mark (2023) In: Dependence Modeling, 11(1), 20220155. Research article (journal)
Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid? Bohl, Martin T.; Branger, Nicole; Trede, Mark (2022) In: Applied Economic Perspectives and Policy, 44(3). Research article (journal)
Bayesian semiparametric multivariate stochastic volatility with application Danielova-Zaharieva Martina, Trede Mark, Wilfling Bernd (2020) In: Econometric Reviews, 39(9). Research article (journal)
Maximum likelihood estimation of high-dimensional Student-t copulas Trede M (2020) In: Statistics and Probability Letters, 159. Research article (journal)
Preisalgorithmen und stillschweigende Kollusion: Wie Algorithmen lernen zu kooperieren Hettich Matthias, Trede Mark (2020) In: WiSt - Wirtschaftswissenschaftliches Studium, 2020. Research article (journal)