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Dissertationen

Jeremias Bekierman: "Modeling and Forecasting Asset Volatility", 2018

Jan Vogler: "Analysis of latent Gaussian Models with Spatial Dependence", 2016

Oleksii Pokotylo: "Depth- and Potential-Based Supervised Learning", 2016

Pavlo Mozharovskyi: "Contributions to depth-based classification and computation of the Tukey depth", 2014 [Thesis as PDF]

Volodymyr Korniichuk: "Contributions to Modeling Extreme Events on Financial and Electricity Markets", 2013

Dominik Liebl: "Contributions to Functional Data Analysis with Applications to Modeling Time Series and Panel Data", veröffentlicht über KUPS, 2013

Carsten Körner: "Statistische Inferenz für Performancemaße", veröffentlicht über KUPS, 2013

Stephan Nicklas: "Pair Constructions for High-Dimensional Dependence Models in Discrete and Continuous Time", veröffentlicht über KUPS, 2013

Tobias Wickern: "Multiple testing problems in the context of modern portfolio theory", Kova?, Hamburg, 2012

Konstantin Glombek: "High-Dimensionality in Statistics and Portfolio Optimization", Josef Eul Verlag, 2012

Walter Orth: "Multi-period credit default prediction – A survival analysis approach", Shaker Verlag, 2012

Martin Siegel: "Measuring variations in health inequalities: Semiparametric modeling of the concentration index", veröffentlicht über KUPS, 2012

Julius Schnieders: "Analyzing and Modeling Multivariate Association: Statistical Measures and Pair-Copula Constructions", Josef Eul Verlag, 2012

Christof Wiechers: "Optimization and Diversification of Risky Portfolios under Uncertainty", Kova?, Hamburg, 2011

Frowin Schulz: "Quadratic Variation of Financial Asset Prices. Theoretical Approaches and Empirical Evidence on Power Derivaties", Kova?, Hamburg, 2011

Alexander Bade: "Bayesian portfolio optimization from a static and dynamic perspective", Monsenstein und Vannerdat, Münster, 2009

Christoph Scheicher: "Armut, Reichtum, Umverteilung: Begriff und statistische Messung", Reihe: Quantitative Ökonomie, Band 157, Lohmar (Eul Verlag), 2009

Stefan Pohl: "Hauptfälligkeitsstorno in der Kraftfahrtversicherung - Zeitdiskrete Hazardraten - Modelle mit linksstrunkierten Daten", Josef Eul Verlag, 2009

Peter Kosater: "Ökonometrische Modellierung von Strompreisen - Application of Non-Linear Time Series Models to Power Risk Management: A Case Study for Germany", veröffentlicht über KUPS, 2007

Chiara Gigliarano: "Polarization measurement in one and more dimensions", PhD Thesis, Facoltà di Economia; Università Commerciale Luigi Bocconi, Milano, 2006

Felix Müsgens: "The economics of wholesale electricity markets", veröffentlicht über KUPS, 2006

Katharina Cramer: "Multivariate Ausreißer und Datentiefe", Shaker Verlag, 2003

Richard Hoberg: "Clusteranalyse, Klassifikation und Datentiefe", Josef Eul Verlag, 2003

Habilitationen

Gabriel Frahm: "Advanced Methods of Multivariate Financial Data Analysis", Universität zu Köln, 2009