Ralf Runde

University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik

Vogelpothsweg 87

D-44221 Dortmund

Germany

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

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

Abstract:

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empirical densities, heavy tails

2.

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

Abstract:

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