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Optionen versus optionsscheine market predictions with Factorization Machines: Exploiting social media with higher-order Factorization Machines: Statistical arbitrage with vine copulas download: Pairs trading with partial cointegration download: Deep neural networks, gradient-boosted trees, random forests: Nonlinear dependence modeling with bivariate copulas: Feasible Earnings Momentum in the U.

On the power and size properties of cointegration tests in the light of high-frequency stylized facts download: A multivariate rank test of independence based on a multiparametric polynomial copula download: Statistical Arbitrage Pairs Trading Strategies: Review and Outlook download: Plausible Prior Estimation download: Learning cost sensitive binary classification rules accounting for uncertain and unequal misclassification costs download: A comparative study download: Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models download: Detecting Outliers in Time Series download: A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form download: Dynamic copula-based Markov chains at work: Theory, testing and performance in modeling daily stock returns download: Van Zwet Ordering for Fechner Asymmetry download: Weighted Power Mean Copulas: Theory and Application download: A note on Hadamard differentiability and differentiability in quadratic mean optionen versus optionsscheine A simulation study downlodad: Quasi-arithmetische Mittelwerte und Normalverteilung download: Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas download: Some R graphics for bivariate distributions download: Constructing and generalizing multivariate copulas: Multivariate Copula Models at Work: Some optionen versus optionsscheine on weak and strong tail dependence coefficients for means of copulas.

A new class of optionen versus optionsscheine with tail dependence and a generalized tail dependence estimator. A note on a non-parametric tail dependence estimator. Constructing Distribution Families with closed-form pdf and cdf. Testing for constant correlation by means of trigonometric functions. A note on the construction of generalized Tukey-type transformations.

Generalized Tukey-type distributions with application to financial and teletraffic data. Analysis of software aging in a web server. Multivariate Laplace Normal Distributions. On a method for mending time to failure distributions.

Multiple imputation for unit-nonresponse versus weighting including a comparison with nonresponse follow-up study. Definition, Properties and Applications. The L Distribution and Skew Generalizations. Grundlagenstreit in der Statistik. Ein allgemeines Mischverteilungsmodell mit latenten Variablen und einer Anwendung auf fehlende Daten.

Skewness by splitting the scale parameter. Kurtosis ordering of the generalized secant hyperbolic distribution: Kurtosis transformation and kurtosis ordering.

The interplay between skewness and kurtosis transformation in the context of financial returns data. Kurtosis modelling by means of the j-transformation. Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns.

Classes of skewed generalized hyperbolid secant distributions. Properties of a software failure model for systematic testing. Solving the Esscher Puzzle: A Neodescriptive Approach to Multicollinearity.

The Folded EGB2 distribution and its application to financial return data. The Esscher-EGB2 optionen versus optionsscheine pricing model. Generierung schiefer Verteilungen mittels Skalenparametersplittung.

Entwicklung eines relationalen Datenbankschemas unter Oracle 7. On Idempotent Estimators optionen versus optionsscheine Location.

Aspects Concerning Data Fusion Techniques. Dienstleistungen in der amtlichen Statistik. Outsourcing von Instandhaltungsleistungen, untersucht am Beispiel optionen versus optionsscheine Automobilindustrie. Externe Wirtschaftsberatungen in Kommunen. Clusteranalyse mit gemischtskalierten Merkmalen: Anmerkungen zur Hauptfaktorenmethodein der Multivariaten Faktorenanalyse. Clusteranalyse mit gemischtskalierten Merkmalen. The Distribution of Estimators.

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Wiedemann Persuasion of Individual Investors by Scenarios. The Case of Bonus Certificates. Journal of Derivatives 18 Summer , 54— Shkel Disclosure of fair certificate prices using the Issuer Estimated Value. FIRM Yearbook , — Applied Finance Letters R. Wilke Vom Nutzen des Informationsvorsprungs. Tallau Zweite Konsultation zum Kreditrisiko-Standardansatz: Tallau Risk weighting and risk sensitivity. FIRM Yearbook , 26— Tallau Konsultationspapier zum Kreditrisiko-Standardansatz: Abkehr von externen Ratings.

Tallau New paradigms in banking supervision? FIRM Yearbook , 23— Arbeits- und Studienbuch, 2. Evidence from the Options Market. Bedke Zur Korrelation von Aktienkursen am deutschen Kapitalmarkt. Tallau Garantie-Zertifikate — Chancen ohne Risiko? Baule Standing on the threshold. In Hofmann, Gerhard Hrsg. Baule How to validate oprisk distributions. Tallau Zum Wertbeitrag des finanziellen Risikomanagements. Entrop Quanto-Zertifikate auf den Nikkei.

Entrop Erfassung des Kreditrisikos aus wissenschaftlicher Sicht. Working Paper, Hagen Forthcoming, Journal of Futures Markets, July Wilke On the profitability of portfolio strategies based on analyst consensus EPS forecasts. Working Paper, Siegen