Profile picture of Prof. Dr. Mark Trede

Prof. Dr. Mark Trede

Current affiliations

  • Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
  • Center for Nonlinear Science

Publications

Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025)
In: Journal of Business and Economic Statistics.
Research article (journal) | Peer reviewed | accepted / in press (not yet published)
Schluter, Christian; Trede, Mark (2024)
In: Journal of Economic Inequality22531-550. doi:10.1007/s10888-023-09616-3
Research article (journal) | Peer reviewed | Published
Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024)
Universität Münster(kein Verlag angegeben).
Working paper | Published
Heer, Burkhard; Trede, Mark (2023)
In: Journal of Macroeconomics75103488. doi:10.1016/j.jmacro.2022.103488
Research article (journal) | Peer reviewed | Published
Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023)
MünsterUniversität Münster.
Working paper | Published
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Projects

Duration: 01/04/2020 - 31/03/2023
Funded by: DFG - Individual Grants Programme
Type of project: Individual project
Duration: since 01/01/2020
Type of project: Own resources project
Duration: since 01/01/2020
Type of project: Own resources project
Duration: 01/12/2016 - 30/11/2017
Funded by: BMWE - EXIST Business Start-up Grant
Type of project: Individual project
Duration: 01/03/2016 - 28/02/2019 | 1st Funding period
Funded by: DFG - Individual Grants Programme
Type of project: Individual project
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Talks

Multi-horizon uniform superior predicitve ability revisited: A size-exploiting and consistent test
Monschang, Verena; Trede, Mark; Wilfling, Bernd (17/09/2024)
Jahrestagung des Vereins für Socialpolitik, 2024, Berlin, Technische Universität
Type of talk: scientific talk
An improved test for uniform superior predicitve ability
Monschang, Verena; Trede, Mark; Wilfling, Bernd (02/08/2023)
6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo
Type of talk: scientific talk
An improved test for uniform superior predictive ability
Monschang, Verena; Trede, Mark; Wilfling, Bernd (07/06/2023)
International Conference on Quantitative Finance and Financial Econometrics (QFFE 2023), Aix-Marseille School of Economics
Type of talk: scientific talk

Doctorates

Estimation of DSGE models: Skewness matters
Candidate: Guljanov, Gaygysyz | Supervisors: Trede, Mark; Mutschler, Willi; Wilfling, Bernd | Reviewers: Trede, Mark; Mutschler, Willi
Period of time: 01/09/2019 - 01/07/2024
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Essays on Regime-Switching Models in Forecasting Financial-Market Data
Candidate: Schulte genannt Tillmann, Björn | Supervisors: Wilfling, Bernd; Trede, Mark | Reviewers: Wilfling, Bernd; Trede, Mark
Period of time: 01/04/2019 - 14/05/2024
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Advances in Computational Statistics
Candidate: ??? | Supervisors: Trede, Mark; Wilfling, Bernd | Reviewers: Trede, Mark; Wilfling, Bernd
Period of time: 01/09/2018 - 01/09/2023
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Contributions to Forecasting and Hypothesis Testing with Application to Financial-Market Data
Candidate: Monschang, Verena | Supervisors: Wilfling, Bernd; Trede, Mark | Reviewers: Trede, Mark; Wilfling, Bernd
Period of time: 01/04/2017 - 01/07/2022
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Essays on Volatility Transmission and Dependence Modeling
Candidate: Masuhr, Andreas | Supervisors: Trede, Mark; Wilfling, Bernd
Period of time: until 03/06/2019
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
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