Dissertations
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",
published via KUPS, 2013 Carsten Körner: "Statistische Inferenz für Performancemaße",
published via KUPS, 2013 Stephan Nicklas: "Pair Constructions for High-Dimensional Dependence Models in Discrete and Continuous Time",
published via 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",
published via 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",
published via 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",
published via KUPS, 2006 Katharina Cramer: "Multivariate Ausreißer und Datentiefe",
Shaker Verlag, 2003 Richard Hoberg: "Clusteranalyse, Klassifikation und Datentiefe",
Josef Eul Verlag, 2003
Habilitations
Gabriel Frahm: "Advanced Methods of Multivariate Financial Data Analysis", Universität zu Köln, 2009
Oliver Grothe: "Essays on Measuring, Modeling and Estimating Multivariate Dependence with Applications to Energy Markets", 2013
Rafael Schmidt: "Stochastic Modeling and Measurement of Multivariate Assiciation", 2007
Mark Trede, "NP-Tests auf stochastische Unabhängigkeit von Paneldaten"