Walter Kraemer

University of Dortmund - Department of Statistics

D-44221 Dortmund

Germany

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

On Comparing the Accuracy of Default Predictions in the Rating Industry

Empirical Economics, Vol. 34, No. 2, pp. 343-356, March 2008
Number of pages: 26 Posted: 21 Oct 2003 Last Revised: 17 Sep 2009
Andre Guettler and Walter Kraemer
University of Ulm - Department of Mathematics and Economics and University of Dortmund - Department of Statistics
Downloads 597 (55,193)
Citation 1

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Credit rating, Probability forecasts, Calibration

On Comparing the Accuracy of Default Predictions in the Rating Industry

CESifo Working Paper Series No. 2202
Number of pages: 28 Posted: 08 Feb 2008
Walter Kraemer and Andre Guettler
University of Dortmund - Department of Statistics and University of Ulm - Department of Mathematics and Economics
Downloads 132 (265,668)

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credit rating, probability forecasts, calibration

2.

Large-Scale Disasters and the Insurance Industry

U of Dortmund Discussion Paper No. 11/05, CESifo Working Paper Series, No. 2243
Number of pages: 29 Posted: 01 Apr 2005
Walter Kraemer and Sebastian Schich
University of Dortmund - Department of Statistics and Organisation for Economic Co-operation and Development (OECD)
Downloads 370 (99,370)

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Disaster, insurance industry, event-study

3.

The Cult of Statistical Significance

CESifo Working Paper Series No. 3246
Number of pages: 22 Posted: 20 Nov 2010
Walter Kraemer
University of Dortmund - Department of Statistics
Downloads 347 (106,818)

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significance testing

4.

Efficiency, Equity, and Generalized Lorenz Dominance

Number of pages: 14 Posted: 28 Mar 2001
Christian Kleiber and Walter Kraemer
University of Dortmund - Department of Statistics and University of Dortmund - Department of Statistics
Downloads 125 (275,710)

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Income distribution, welfare dominance, Lorenz order, stochastic dominance, decisions under risk

5.

A Neglected Semi-Stylized Fact of Daily Stock Returns

CESifo Working Paper Series No. 5806
Number of pages: 20 Posted: 14 Apr 2016
Walter Kraemer
University of Dortmund - Department of Statistics
Downloads 121 (282,483)

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financial economics, empirical finance, stylized facts, stock returns, spoon effect

6.

Long Memory with Markov-Switching GARCH

CESifo Working Paper Series No. 2225
Number of pages: 14 Posted: 19 Feb 2008
Walter Kraemer
University of Dortmund - Department of Statistics
Downloads 108 (305,848)

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Markov switching, GARCH, long memory

7.

'True Believers' or Numerical Terrorism at the Nuclear Power Plant

CESifo Working Paper Series No. 3180
Number of pages: 23 Posted: 24 Sep 2010
Walter Kraemer and Gerhard Arminger
University of Dortmund - Department of Statistics and Bergische Universitat
Downloads 106 (309,856)

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8.

Stylized Facts and Simulating Long Range Financial Data

CESifo Working Paper Series No. 5796
Number of pages: 21 Posted: 13 Apr 2016
Laurie Davies and Walter Kraemer
University of Duisburg-Essen and University of Dortmund - Department of Statistics
Downloads 93 (337,424)

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long-range daily stock-price, stylized facts, GARCH modelling, empirical economics

9.

Beyond Inequality: A Novel Measure of Skewness and Its Properties

CESifo Working Paper Series No. 5972
Number of pages: 12 Posted: 27 Jul 2016
Walter Kraemer and Holger Dette
University of Dortmund - Department of Statistics and Ruhr University of Bochum - Faculty of Mathematics
Downloads 64 (417,878)

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inequality, Gini-index, skewness

10.

Comparing Default Predictions in the Rating Industry for Different Sets of Obligors

CESifo Working Paper Series No. 5768
Number of pages: 11 Posted: 22 Mar 2016
Walter Kraemer and Simon Neumaerker
University of Dortmund - Department of Statistics and Technical University of Dortmund
Downloads 39 (517,054)

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Moody’s, S&P, probability forecasts

11.

Peaks or Tails - What Distinguishes Financial Data?

Posted: 11 Apr 2001
Walter Kraemer and Ralf Runde
University of Dortmund - Department of Statistics and University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik

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empirical densities, heavy tails

12.

Short-Term Predictability of German Stock Returns

Posted: 30 Dec 1998
Walter Kraemer
University of Dortmund - Department of Statistics

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13.

Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly?

Empirical Economics, No. 22 (1997)
Posted: 04 May 1998
Walter Kraemer and Ralf Runde
University of Dortmund - Department of Statistics and University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik

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