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
Thomas G. Blumentritt: "On Copula Density Estimation and Measures of Multivariate Association", 2011
Martin Ruppert: "Contributions to Static and Time-Varying Copula-based Modeling of Multivariate Association. with Applications to Financial Time-Series", 2011
Frowin Schulz: "Quadratic Variation of Financial Asset Prices. Theoretical Approaches and Empirical Evidence on Power Derivaties", Kova?, Hamburg, 2011
Sandra Gaißer: "Nonparametric statistics for copula-based measures of multivariate association", 2010
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
Oliver Grothe: "Contributions to Short-Term Financial Risk Management", 2008
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
Hendrik Kläver: "Tests of Stochastic Dominance for Time Series Data - Theory and Empirical Application", 2006
Jens Kahlenberg: "Univariate und bivariate verallgemeinerte lineare Modelle", 2005
Gabriel Frahm: "Generalized Elliptical Distributions: Theory and Applications", 2004
Katharina Cramer: "Multivariate Ausreißer und Datentiefe", Shaker Verlag, 2003
Richard Hoberg: "Clusteranalyse, Klassifikation und Datentiefe", Josef Eul Verlag, 2003
Andre Lucas: "Schätzung und Spezifikation ökonometrischer neuronaler Netze", 2002
Andreas Stich: "Stichprobentheorie in der Ungleichheitsmessung", 1998
Klaus Brachmann: "Parametrische und nichtparametrische Beschreibung von Wachstumsvorgängen", 1997
Mark Trede: "Statistische Messung der Einkommensmobilität", 1996
Habilitationen
Oliver Grothe: "Essays on Measuring, Modeling and Estimating Multivariate Dependence with Applications to Energy Markets", 2013
Gabriel Frahm: "Advanced Methods of Multivariate Financial Data Analysis", Universität zu Köln, 2009
Rafael Schmidt: "Stochastic Modeling and Measurement of Multivariate Assiciation", 2007
Mark Trede, "NP-Tests auf stochastische Unabhängigkeit von Paneldaten"