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Department of Statistics
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Department
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Professors emeritus
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Prof. Dr. Walter Krämer
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Publications
Articles in journals
high persistence in GARCH-models ", Economics Letters 114, 72-75, 2012 (with B. Tameze Azamo und K. Christou), pdf . " A Hausman test for non-ignorability ", Economics Letters 114, 23-25, 2012 (with M. Bücker [...] unconditional correlations ", Economics Letters 111, 2011, 176 - 179 (with J. Kaiser), pdf . " A simple nonparametric test for structural change in joint tail probabilities ", Economics Letters 110, 2011, 245 [...] in the rating industry ", Empirical Economics 34, 2008, 343-356 (with A. Güttler). " Structural change and estimated persistence in the GARCH(1,1)-model ", Economics Letters 97, 2007, 17-23 (with B. Tameze) …