Lehrstuhl für Statistik und Ökonometrie

A systematic literature review of mining weak signals and trends for corporate foresight (2018) Mühlroth C, Grottke M Journal article A new toolkit for robust distributional change detection (2018) Kißlinger AL, Stummer W Journal article, Original article Disentangling the impact of infrastructure on trade using a new index of infrastructure (2018) Glas A, Donaubauer J, Meyer B, Nunnenkamp P Journal article Pairs trading with partial cointegration (2018) Clegg M, Krauß C Journal article Deep learning with long short-term memory networks for financial market predictions (2018) Fischer T, Krauß C Journal article, Original article An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions (2018) Pfeuffer M, Möstel L, Fischer M Journal article, Original article Weighted Power Mean Copulas: Theory and Application (2018) Klein I, Fischer M, Pleier T Journal article, Original article Bargaining over waiting time in gain and loss framed ultimatum games (2017) Doll M, Seebauer M, Tonn M Other publication type Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100. (2017) Krauss C, Stübinger J Journal article, Original article A general class of entropy based control charts (2017) Mangold B, Konopik J Other publication type