DAX-Index Marktprognosen
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Publikationen

 

Nachfolgend finden Sie einen kleinen Auszug der bibliografischen Referenzen unseres Schlüsselteams, die für die Qantares-Angebote relevant sind:



  • Breckling, J. and Chambers, R. (1988): M-quantiles, Biometrika 75 (4), pp. 761 – 771.
  • Breckling, J. (1989): The Analysis of Directional Time Series: Applications to Wind Speed and Direction, Lecture Notes in Statistics, vol 61, Springer-Verlag, Berlin.
  • Breckling, J. and Dal Dosso, L. (1994): A Non-parametric Approach to Term Structure Estimation.
    in Bol, G, Nakhaeizadeh, G. and Vollmer, K.-H. (eds.): Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren: Ergebnisse des 4. Karlsruher Ökonometrie-Workshops, pp. 95-106, Physica-Verlag, Heidelberg.
  • Baun, S., Bernhardt, C. and Breckling, J. (1997): Überblick über den State-of-the-Art der neuronalen Modellbildung in der Finanzprognose, INSIDERS paper presented at the Handelsblatt Fachkonferenz on ‘Neuronale Netze in der Finanzprognose’, 28-29 Januar, Düsseldorf.
  • Breckling, J., Eberlein, E. and Kokic, P. (2000): A Tailored Suit for Risk Management. in Franke, J., Härdle, W. and Stahl, G. (eds.): Measuring Risk in Complex Stochastic Systems, Springer-Verlag, New York.
  • Kokic, P, Breckling, J and Lübke, O. (2002): A new definition of multivariate M-quantiles.
    in Dodge, Y. (ed.): Statistical Data Analysis Based on the L1-Norm and Related Methods, pp. 15-24, Birkhäuser Verlag, Basel.
  • Breckling, J. and Chambers, R. (1988): M-quantiles, Biometrika 75 (4), pp. 761 - 771.
  • Breckling, J. (1989): The Analysis of Directional Time Series: Applications to Wind Speed and Direction, Lecture Notes in Statistics, vol 61, Springer-Verlag, Berlin.
  • Breckling, J. and Dal Dosso, L. (1994): A Non-parametric Approach to Term Structure Estimation.
    in Bol, G, Nakhaeizadeh, G. and Vollmer, K.-H. (eds.): Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren: Ergebnisse des 4. Karlsruher Ökonometrie-Workshops, pp. 95-106, Physica-Verlag, Heidelberg.
  • Baun, S., Bernhardt, C. and Breckling, J. (1997): Überblick über den State-of-the-Art der neuronalen Modellbildung in der Finanzprognose, INSIDERS paper presented at the Handelsblatt Fachkonferenz on ‘Neuronale Netze in der Finanzprognose’, 28-29 Januar, Düsseldorf.
  • Breckling, J., Eberlein, E. and Kokic, P. (2000): A Tailored Suit for Risk Management.
    in Franke, J., Härdle, W. and Stahl, G. (eds.): Measuring Risk in Complex Stochastic Systems, Springer-Verlag, New York.
  • Breckling, J., Kokic, P. and Lübke, O. (2001): A Note on MultivariateM-Quantiles. Statistics and Probability Letters 55, 39-44.
  • Breckling, J., Stieler, C and Kokic, P (2002): Report on Gold Certificate Trading on the Frankfurt Stock Exchange, Qantares GmbH, Frankfurt am Main.
  • Kokic, P., Chambers, R., Breckling, J. and Beare S. (1997): A measure of production performance, Journal of Business and Economic Statistics 15, 445-451.
  • Kokic, P. (1998): Regression Quantiles. In Armitage, P. and Colton, T. (eds.): Encyclopaedia of Biostatistics, John Wiley, New York.
  • Kokic, P., Breckling, J. and Eberlein, E. (2000): A new framework for the evaluation of market and credit risk. In Bol, G., Nakhaeizadeh, G. and Vollmer, K.-H. (eds.), Datamining und Computational Finance: Ergbebnisse des 7. Karlsruher Ökonometrie-Workshops, Physica-Verlag, Heidelberg, 51-67.
  • Kokic, P, Breckling, J and Lübke, O. (2002): A new definition of multivariate M-quantiles.
    In Dodge, Y. (ed.): Statistical Data Analysis Based on the L1-Norm and Related Methods, pp. 15-24, Birkhäuser Verlag, Basel.
  • Kokic, P. (2002): The EM Algorithm for a multivariate regression model: including its application to a non-parametric regression model and a multivariate time series model, Working paper 4, Qantares GmbH, Frankfurt am Main.
  • Kokic, P. (2002): A multi-layer perceptron for imputing missing values in financial panel / time series data sets, Working paper 5, Qantares GmbH, Frankfurt am Main.
  • Poskitt D. S. (2003): On the Specification of Cointegrated Autoregressive Moving-Average Forecasting Systems, International Journal of Forecasting, 19, 503-519.
  • Poskitt, D. S.  and Gay, R. (2008): Optimal Semi-Parametric Inference for the Tail-Index Based on Ratios of the Largest Extremes.  Australian & New Zealand Journal of Statistics, 50, 361-380.
  • Poskitt, D. S. (2008): On The Selection of Irregular, Misspecified Regression Models: A Comment on Folklore. Journal of Japan Statistical Society, 38 (Special Issue: Celebration Volume for H. Akaike), 75-86.
  • Poskitt, D. S. and Arivalzahan Sengarapillai. (2013):  Description Length and Dimensionality Reduction in Functional Data Analysis Computational Statistics and Data Analysis, 58 (Third Special Issue on Statistical Signal Extraction and Filtering), 98-113.

 

 

 

 
 
 
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