Publikationen
Publikationen in Fachzeitschriften mit Begutachtungsprozess
2023 2023
Born, B., Dovern, J., & Enders, Z. (2023). Expectation dispersion, uncertainty, and the reaction to news . European Economic Review , 154 , 104440. https://dx.doi.org/10.1016/j.euroecorev.2023.104440
Dovern, J. (2023). Eliciting Expectation Uncertainty from Private Households . International Journal of Forecasting , forthcoming . https://dx.doi.org/10.1016/j.ijforecast.2023.01.002
Dovern, J., Müller, L., & Wohlrabe, K. (2023). Local Information and Firm Expectations about Aggregates . Journal of Monetary Economics , forthcoming . https://dx.doi.org/10.1016/j.jmoneco.2023.03.005
Mühlroth, C., Kölbl, L., & Grottke, M. (2023). Innovation signals: leveraging machine learning to separate noise from news . Scientometrics , 128 (5), 2649-2676. https://dx.doi.org/10.1007/s11192-023-04672-y
2022 2022
Buchheim, L., Dovern, J., Krolage, C., & Link, S. (2022). Sentiment and Firm Behavior During the COVID-19 Pandemic . Journal of Economic Behavior & Organization , 195 , 186 - 198. https://dx.doi.org/10.1016/j.jebo.2022.01.011
Glas, A., Conrad, C., & Enders, Z. (2022). The role of information and experience for households' inflation expectations . European Economic Review , 143 , 104015. https://dx.doi.org/10.1016/j.euroecorev.2021.104015
Glas, A., & Hartmann, M. (2022). Uncertainty Measures from Partially Rounded Probabilistic Forecast Surveys . Quantitative Economics , 13 (3), 979-1022. https://dx.doi.org/10.3982/QE1703
Klein, I., & Doll, M. (2022). Sample size analysis for two-sample linear rank
tests . Communications in Statistics-Theory and Methods . https://dx.doi.org/10.1080/03610926.2022.2068029
Perico Ortiz, H. (2022). Economic Policy Statements, Social Media, and Stock Market Uncertainty: an analysis of Donald Trump’s tweets . Journal of Economics and Finance , 47 . https://dx.doi.org/10.1007/s12197-022-09608-5
Stübinger, J., & Walter, D. (2022). Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships . Sensors , 22 (18). https://dx.doi.org/10.3390/s22186884
2020 2020
Avritzer, A., Grottke, M., & Menasché, D.S. (2020). Using Software Aging Monitoring and Rejuvenation for the Assessment of High-Availability Systems . In Handbook of Software Aging and Rejuvenation. (pp. 197-228).
Dovern, J., & Kenny, G. (2020). Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area . International Journal of Central Banking , 64 , 309 - 347.
Dovern, J., & Manner, H. (2020). Order-Invariant Tests for Proper Calibration of Multivariate Density Forecasts . Journal of Applied Econometrics , 35 , 440-456. https://dx.doi.org/10.1002/jae.2755
Dovern, J., & Zuber, C. (2020). How Economic Crises Damage Potential Output – Evidence from the Great Recession . Journal of Macroeconomics , 65 . https://dx.doi.org/10.1016/j.jmacro.2020.103239
Dovern, J., & Zuber, C. (2020). Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects . Scandinavian Journal of Economics , 122 (4), 1431-1466. https://dx.doi.org/10.1111/sjoe.12385
Glas, A. (2020). Five Dimensions of the Uncertainty-Disagreement Linkage . International Journal of Forecasting , 36 (2), 607-627. https://dx.doi.org/10.1016/j.ijforecast.2019.07.010
Klein, I., & Doll, M. (2020). (Generalized) Maximum Cumulative Direct, Residual, and Paired Φ Entropy Approach . Entropy . https://dx.doi.org/10.3390
Klein, I., & Doll, M. (2020). Tests on asymmetry for ordered categorical variables . Journal of Applied Statistics . https://dx.doi.org/10.1080/02664763.2020.1757045
Mühlroth, C., & Grottke, M. (2020). Artificial Intelligence in Innovation: How to Spot Emerging Trends and Technologies . IEEE Transactions on Engineering Management . https://dx.doi.org/10.1109/TEM.2020.2989214
Pfeuffer, M., Nagl, M., Fischer, M., & Rösch, D. (2020). Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model . The Journal of Risk , 22 (4), 1-30. https://dx.doi.org/10.21314/JOR.2020.429
Rufino, V.Q., De Aguiar, L.P., Menasche, D.S., Lima, C., Cunha, I., Altman, E.,... Grottke, M. (2020). Beyond Herd Immunity Against Strategic Attackers . IEEE Access , 8 , 66365-66399. https://dx.doi.org/10.1109/ACCESS.2020.2983652
Schnaubelt, M., Fischer, T., & Krauß, C. (2020). Separating the signal from the noise - financial machine learning for Twitter . Journal of Economic Dynamics & Control , 114 , 103895. https://dx.doi.org/10.1016/j.jedc.2020.103895
Schneider, L., & Stübinger, J. (2020). Dispersion trading based on the explanatory power of S&P 500 stock returns . Mathematics , 8 (9). https://dx.doi.org/10.3390/math8091627
Stübinger, J., Mangold, B., & Knoll, J. (2020). Machine learning in football betting: Prediction of match results based on player characteristics . Applied Sciences , 10 (1). https://dx.doi.org/10.3390/app10010046
Stübinger, J., & Schneider, L. (2020). Epidemiology of Coronavirus COVID-19: Forecasting the Future Incidence in Different Countries . Healthcare , 8 (2). https://dx.doi.org/10.3390/healthcare8020099
Stübinger, J., & Schneider, L. (2020). Understanding smart city—a data-driven literature review . Sustainability , 12 (20), 1-23. https://dx.doi.org/10.3390/su12208460
dos Reis, G., Pfeuffer, M., & Smith, G. (2020). Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2020.1726439
2019 2019
Endres, S., & Stübinger, J. (2019). A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2019.1585562
Endres, S., & Stübinger, J. (2019). Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes . Applied economics , 51 (29), 3153-3169. https://dx.doi.org/10.1080/00036846.2019.1566688
Fischer, T., Krauss, C., & Deinert, A. (2019). Statistical Arbitrage in Cryptocurrency Markets . Journal of Risk and Financial Management , 12 (1). https://dx.doi.org/10.3390/jrfm12010031
Knoll, J., Stübinger, J., & Grottke, M. (2019). Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 . Quantitative Finance , 19 (4), 571-585. https://dx.doi.org/10.1080/14697688.2018.1521002
Kölbl, L., Mühlroth, C., Wiser, F., Grottke, M., & Durst, C. (2019). Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert. HMD : Praxis der Wirtschaftsinformatik , 56 (5), 900-913. https://dx.doi.org/10.1365/s40702-019-00528-3
Möstel, L., Fischer, M., Pfaelzner, F., & Pfeuffer, M. (2019). Parameter estimation of Tukey-type distributions: A comparative analysis . Communications in Statistics-Simulation and Computation . https://dx.doi.org/10.1080/03610918.2019.1571604
Schnaubelt, M., Rende, J., & Krauss, C. (2019). Testing Stylized Facts of Bitcoin Limit Order Books . Journal of Risk and Financial Management , 12 (1). https://dx.doi.org/10.3390/jrfm12010025
Stübinger, J. (2019). Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 . Quantitative Finance , 19 (6), 921-935. https://dx.doi.org/10.1080/14697688.2018.1537503
Stübinger, J., & Schneider, L. (2019). Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 . Journal of Risk and Financial Management , 12 (2). https://dx.doi.org/10.3390/jrfm12020051
2018 2018
Clegg, M., & Krauß, C. (2018). Pairs trading with partial cointegration . Quantitative Finance , 18 (1), 121-138.
Fischer, T., & Krauß, C. (2018). Deep learning with long short-term memory networks for financial market predictions . European Journal of Operational Research , 270 (2), 654-669. https://dx.doi.org/10.1016/j.ejor.2017.11.054
Glas, A., Donaubauer, J., Meyer, B., & Nunnenkamp, P. (2018). Disentangling the impact of infrastructure on trade using a new index of infrastructure . Review of World Economics , 154 (4) , 745-784.
Kißlinger, A.-L., & Stummer, W. (2018). A new toolkit for robust distributional change detection . Applied Stochastic Models in Business and Industry , 34 (5), 682-699. https://dx.doi.org/10.1002/asmb.2357
Klein, I., Fischer, M., & Pleier, T. (2018). Weighted Power Mean Copulas: Theory and Application . Model Assisted Statistics and Applications , 13 (3), 253-270. https://dx.doi.org/10.3233/MAS-180436
Mühlroth, C., & Grottke, M. (2018). A systematic literature review of mining weak signals and trends for corporate foresight . Journal of Business Economics , 88 (5), 643-687. https://dx.doi.org/10.1007/s11573-018-0898-4
Pfeuffer, M., Möstel, L., & Fischer, M. (2018). An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2018.1465196
Stübinger, J., & Endres, S. (2018). Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. Quantitative Finance . https://dx.doi.org/10.1080/14697688.2017.1417624
Stübinger, J., Mangold, B., & Krauss, C. (2018). Statistical arbitrage with vine copulas . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2018.1438642
2017 2017
Agarwal, N., Grottke, M., Mishra, S., & Brem, A. (2017). A Systematic Literature Review of Constraint-Based Innovations: State of the Art and Future Perspectives . IEEE Transactions on Engineering Management , 64 (1), 3-15. https://dx.doi.org/10.1109/TEM.2016.2620562
Dovern, J., & Hartmann, M. (2017). Forecast performance, disagreement, and heterogeneous signal-to-noise ratios . Empirical Economics , 53 (1), 63-77. https://dx.doi.org/10.1007/s00181-016-1137-x
Dovern, J., & Jannsen, N. (2017). Systematic errors in growth expectations over the business cycle . International Journal of Forecasting , 33 (4), 760-769. https://dx.doi.org/10.1016/j.ijforecast.2017.03.003
Fischer, M., Kraus, D., Pfeuffer, M., & Czado, C. (2017). Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. Risks , 5 (3), 38. https://dx.doi.org/10.3390/risks5030038
Krauss, C., & Stübinger, J. (2017). Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100. Applied economics , 49 (52), 5352-5369. https://dx.doi.org/10.1080/00036846.2017.1305097
Krauss, C., & Stübinger, J. (2017). Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100 . Applied economics , 49 (52), 5352-5369. https://dx.doi.org/10.1080/00036846.2017.1305097
Krauß, C. (2017). Statistical arbitrage pairs trading strategies: Review and outlook . Journal of Economic Surveys , 31 (2), 513-545. https://dx.doi.org/10.1111/joes.12153
Krauß, C., Do, X.A., & Huck, N. (2017). Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 . European Journal of Operational Research , 259 (2), 689-702. https://dx.doi.org/10.1016/j.ejor.2016.10.031
Krauß, C., & Herrmann, K. (2017). On the power and size properties of cointegration tests in the light of high-frequency stylized facts . Journal of Financial Risk Management , 10 (1).
Pfeuffer, M. (2017). ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data . The R Journal , 9 (2), 127-141.
Stübinger, J., & Bredthauer, J. (2017). Statistical arbitrage pairs trading with high-frequency data. International Journal of Economics and Financial Issues , 7 (4), 650-662.
2016 2016
Dovern, J., Feldkircher, M., & Huber, F. (2016). Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR . Journal of Economic Dynamics & Control , 70 , 86-100. https://dx.doi.org/10.1016/j.jedc.2016.06.006
Fischer, M., & Pfeuffer, M. (2016). IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven . Risiko Manager , 11 (7), 10-14.
Glas, A., & Hartmann, M. (2016). Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters . Journal of Empirical Finance , 39 (B) , 215-228. https://dx.doi.org/10.1016/j.jempfin.2016.05.001
Glas, A., Hübler, M., & Nunnenkamp, P. (2016). Catching up of emerging economies: the role of capital goods imports, FDI inflows, domestic investment and absorptive capacity . Applied Economics Letters , 23 (2) , 117-120. https://dx.doi.org/10.1080/13504851.2015.1054065
Glas, A., Hübler, M., & Nunnenkamp, P. (2016). Indicators of Absorptive Capacity and Import‐induced South–North Convergence in Labour Intensities . World Economy , 39 (11) , 1756-1791. https://dx.doi.org/10.1111/twec.12300
Grottke, M., Avritzer, A., Menasché, D.S., & Altman, E. (2016). On the efficiency of sampling and countermeasures to critical-infrastructure-targeted malware campaigns . ACM SIGMETRICS Performance Evaluation Review , 43 (4), 33-42. https://dx.doi.org/10.1145/2897356.2897361
Grottke, M., Kim, D.S., Mansharamani, R., Manoj, N., Natella, R., & Trivedi, K.S. (2016). Recovery from software failures caused by Mandelbugs . IEEE Transactions on Reliability , 65 (1), 70-87. https://dx.doi.org/10.1109/TR.2015.2452933
Kißlinger, A.-L., & Stummer, W. (2016). Robust statistical engineering by means of scaled Bregman distances. In C. Agostinelli, A. Basu, P. Filzmoser, D. Mukherjee (Eds.), Recent Advances in Robust Statistics: Theory and Applications. (pp. 81-113). Springer.
Klein, I., Mangold, B., & Doll, M. (2016). Cumulative Paired ϕ-Entropy . Entropy , 18 (7), 1-45. https://dx.doi.org/10.3390/e18070248
Rickels, W., Dovern, J., Hoffmann, J., Quaas, M.F., Schmidt, J.O., & Visbeck, M. (2016). Indicators for monitoring sustainable development goals: An application to oceanic development in the European Union . Earth's Future , 4 (5), 252-267. https://dx.doi.org/10.1002/2016EF000353
Rickels, W., Dovern, J., & Quaas, M. (2016). Beyond fisheries: Common-pool resource problems in oceanic resources and services . Global Environmental Change-Human and Policy Dimensions , 40 , 37-49. https://dx.doi.org/10.1016/j.gloenvcha.2016.06.013
Willert, V., & Schnaubelt, M. (2016). Data control: A feedback control design for clustering of networked data . At-Automatisierungstechnik , 64 (8), 618-632. https://dx.doi.org/10.1515/auto-2016-0059
2015 2015
Dovern, J. (2015). A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data . European Economic Review , 80 , 16-35. https://dx.doi.org/10.1016/j.euroecorev.2015.08.009
Dovern, J., Fritsche, U., Loungani, P., & Tamirisa, N. (2015). Information rigidities: Comparing average and individual forecasts for a large international panel . International Journal of Forecasting , 31 (1), 144-154. https://dx.doi.org/10.1016/j.ijforecast.2014.06.002
Dovern, J., & Huber, F. (2015). Global prediction of recessions . Economics letters , 133 , 81-84. https://dx.doi.org/10.1016/j.econlet.2015.05.022
Grottke, M., Avritzer, A., Menasché, D.S., Alonso, J., de Aguiar, L., & Alvarez, S.G. (2015). Models and metrics for the assessment of critical-infrastructure-targeted malware campaigns . In Proceedings of the 26th IEEE International Symposium on Software Reliability Engineering (ISSRE) (pp. 330-335). Gaithersburg, MD, USA, US.
2014 2014
Dovern, J., Quaas, M.F., & Rickels, W. (2014). A comprehensive wealth index for cities in Germany . Ecological Indicators , 41 , 79-86. https://dx.doi.org/10.1016/j.ecolind.2014.01.009
Dovern, J., & Van Roye, B. (2014). International transmission and business-cycle effects of financial stress . Journal of Financial Stability , 13 , 1-17. https://dx.doi.org/10.1016/j.jfs.2014.02.006
Glas, A., & Hübler, M. (2014). The Energy-Bias of North–South Technology Spillovers: A Global, Bilateral, Bisectoral Trade Analysis . Environmental & Resource Economics , 58 (1) , 59-89. https://dx.doi.org/10.1007/s10640-013-9690-7
Kilgert, B., Rybizki, L., Grottke, M., Neurath, M., & Neumann, H. (2014). Prospective long-term assessment of sedation-related adverse events and patient satisfaction for upper endoscopy and colonoscopy . Digestion , 90 (1), 42-8. https://dx.doi.org/10.1159/000363567
2013 2013
Dovern, J. (2013). When are GDP forecasts updated? Evidence from a large international panel . Economics letters , 120 (3) , 521-523. https://dx.doi.org/10.1016/j.econlet.2013.06.007
Grottke, M., & Schleich, B. (2013). How does testing affect the availability of aging software systems? Performance Evaluation , 70 (3), 179–196. https://dx.doi.org/10.1016/j.peva.2012.05.007
Grottke, M., & Schleich, B. (2013). How the distribution of the number of items rated per user influences the quality of recommendation . Performance Evaluation , 70 , 179-196. https://dx.doi.org/10.1016/j.peva.2012.05.007
2012 2012
Alonso, J., Grottke, M., Nikora, A., & Trivedi, K. (2012). The nature of the times to flight software failure during space missions . In Proceedings of the 2012 IEEE 23rd International Symposium on Software Reliability Engineering (pp. 331-340). Dallas, US.
Dovern, J., Fritsche, U., & Slacalek, J. (2012). Disagreement among Forecasters in G7 Countries . Review of Economics and Statistics , 94 (4), 1081-1096.
Fischer, M., & Köck, C. (2012). Constructing and generalizing given multivariate copulas: A unifying approach . Statistics , 46 (1), 1-12. https://dx.doi.org/10.1080/02331888.2010.500028
Vor 2012 Vor 2012
2011
Beckhaus, A., Karg, L.M., Graf, C., Grottke, M., & Neumann, D. (2011). A decision support scheme for software process improvement prioritization . In J. Cordeiro, A. Ranchordas, B. Shishka (Eds.), Software and Data Technologies. (pp. 85-93). Berlin: Springer Verlag.
Dovern, J., & Weisser, J. (2011). Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 . International Journal of Forecasting , 27 (2), 452-465. https://dx.doi.org/10.1016/j.ijforecast.2010.05.016
Grottke, M., Apte, V., Trivedi, K., & Woolet, S. (2011). Response time distributions in networks of queues . In R. Boucherie, N. Van Dijk (Eds.), Queueing Networks: A Fundamental Approach. (pp. 587-641). New York: Springer.
Karg, L.M., Grottke, M., & Beckhaus, A. (2011). A systematic literature review of software quality cost research . Journal of Systems and Software , 84 (3), 415-427. https://dx.doi.org/10.1016/j.jss.2010.11.904
Trivedi, K., Mansharamani, R., Kim, D.S., Grottke, M., & Nambiar, M. (2011). Recovery from Failures Due to Mandelbugs in IT Systems . In Proceedings of the 2011 IEEE 17th Pacific Rim International Symposium on Dependable Computing (pp. 224-233). Pasadena, CA, USA, US.
2010
Dovern, J., & Blank, S. (2010). What macroeconomic shocks affect the German banking system? Analysis in an integrated micro‐macro model . Journal of Financial Economic Policy , 2 (2), 126-148.
Dovern, J., Meier, C.-P., & Vilsmeier, J. (2010). How resilient is the German banking system to macroeconomic shocks . Journal of Banking & Finance , 34 (8), 1839-1848. https://dx.doi.org/10.1016/j.jbankfin.2009.12.001
Fischer, M., & Herrmann, K. (2010). An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns . Studies in Nonlinear Dynamics and Econometrics , 14 (3), 2-21. https://dx.doi.org/10.2202/1558-3708.1694
Grottke, M., Karg, L.M., & Beckhaus, A. (2010). Team factors and failure processing efficiency: An exploratory study of closed and open source software development . In Proceedings of the 34th Annual IEEE International Computer Software and Applications Conference (pp. 188-197). Seoul: Seoul: IEEE Computer Society.
Grottke, M., Nikora, A., & Trivedi, K. (2010). An empirical investigation of fault types in space mission system software . In Proceedings of the 40th Annual IEEE/IFIP International Conference on Dependable Systems and Networks (pp. 447-456). Chicago, IL: Chicago: IEEE Computer Society.
Klein, I., Köck, C., & Tinkl, F. (2010). Spatial-serial dependency in multivariate GARCH models and dynamic copulas: A simulation study . Ekonomia Menedżerska , 7 , 43-62.
Klein, I., Stroebel, A., Bergner, M., Reulbach, U., Biermann, T., Groemer, T.W., & Kornhuber, J. (2010). Statistical methods for detecting and comparing periodic data and their application to the circadian rhythm of bodily harm . Journal of Circadian Rhythms , 8 (1), 1-10.
2009
Beckhaus, A., Karg, L.M., Graf, C., Grottke, M., & Neumann, D. (2009). Prioritization of software process improvements: A COQUALMO-based case study and derived decision support scheme . In Proceedings of the 4th International Conference on Software and Data Technologies (pp. 139-144). Sofia.
Fischer, M., Köck, C., Weigert, F., & Schlüter, S. (2009). An empirical analysis of multivariate copula models . Quantitative Finance , 9 (7), 839-854. https://dx.doi.org/10.1080/14697680802595650
Gartner, H., Blien, U., Stüber, H., & Wolf, K. (2009). Regional price levels and the agglomeration wage differential in western Germany . The annals of regional science , 43 (1), 71-88. https://dx.doi.org/10.1007/s00168-007-0205-8
Grottke, M., & Graf, C. (2009). Modeling and predicting software failure costs . In Proceedings of the 33rd Annual IEEE International Computer Software and Applications Conference (pp. 180-189). Seattle, WA.
Karg, L.M., Grottke, M., & Beckhaus, A. (2009). Conformance quality and failure costs in the software industry: An empirical analysis of open source software . In Proceedings of the IEEE International Conference on Industrial Engineering and Engineering Management (pp. 1386-1390). Hong Kong.
2008
Dovern, J., Döpke, J., Fritsche, U., & Slacalek, J. (2008). The Dynamics of European Inflation Expectations . The B.E. Journal of Macroeconomics , 8 (1). https://dx.doi.org/10.2202/1935-1690.1540
Dovern, J., Döpke, J., Fritsche, U., & Slacalek, J. (2008). The Sticky Information Phillips Curve. European Evidence . Journal of Money, Credit and Banking , 40 (7), 1513-1519.
Grottke, M., Matias, R., & Trivedi, K. (2008). The fundamentals of software aging . In 2008 IEEE International Conference on Software Reliability Engineering Workshops (ISSRE Wksp) (Eds.), Proceedings of the 1st International Workshop on Software Aging and Rejuvenation/19th IEEE International Symposium on Software Reliability Engineering . Seattle, WA, US.
Grottke, M., Sun, H., Fricks, R.M., & Trivedi, K. (2008). Ten fallacies of availability and reliability analysis . In Proceedings of the 5th International Service Availability Symposium (pp. 187-206). Tokyo: Springer-verlag.
Klein, I., & Fischer, M. (2008). A Note on the Kurtosis Ordering of the Generalized Secant Hyperbolic Distribution . Communications in Statistics-Theory and Methods , 37 (1), 1-7. https://dx.doi.org/10.1080/03610920701648839
2007
Dovern, J., & Nunnenkamp, P. (2007). Aid and Growth Accelerations: An Alternative Approach to Assessing the Effectiveness of Aid . Kyklos , 60 (3), 359-383. https://dx.doi.org/10.1111/j.1467-6435.2007.00376.x
Fischer, M., & Klein, I. (2007). Construction of Symmetric Generalized FGM Copulas by means of certain Univariate Distributions . Metrika , 65 (2), 243-260. https://dx.doi.org/10.1007/s00184-006-0075-6
Fischer, M., Klein, I., & Horn, A. (2007). Tukey-type Distributions in the context of financial data . Communications in Statistics-Theory and Methods , 36 (1), 23-35. https://dx.doi.org/10.1080/03610920500476382
Grottke, M., & Trivedi, K. (2007). Fighting bugs: Remove, retry, replicate, and rejuvenate . IEEE Computer , 40 (2), 107-109. https://dx.doi.org/10.1109/MC.2007.55
Okamura, H., Grottke, M., Dohi, T., & Trivedi, K. (2007). Variational Bayesian approach for interval estimation of NHPP-based software reliability models . In Proceedings of the International IEEE Conference on Dependable Systems and Networks 2007 (pp. 698-707). Edinburgh.
2006
Avritzer, A., Bondi, A.B., Grottke, M., Trivedi, K., & Weyuker, E.J. (2006). Performance assurance via software rejuvenation: Monitoring, statistics and algorithms . In Proceedings of the International Conference on Dependable Systems and Networks 2006 (pp. 435-444). Philadelphia, PA.
Grottke, M., Li, L., Vaidyanathan, K., & Trivedi, K. (2006). Analysis of software aging in a web server . IEEE Transactions on Reliability , 55 (3), 411-420. https://dx.doi.org/10.1109/TR.2006.879609
Klein, I., & Fischer, M. (2006). Power Kurtosis Transformations: De finitions, Properties and Ordering . Advances in Statistical Analysis , 90 (3), 395-401. https://dx.doi.org/10.1007/s10182-006-0241-1
Klein, I., & Fischer, M. (2006). Skewness by Splitting the scale parameter . Communications in Statistics-Theory and Methods , 35 (7), 1159-1171. https://dx.doi.org/10.1080/03610920600692730
2005
2004
2002
Andere Publikationen
Alle Jahre Alle Jahre
2023
Born, B., Dovern, J., & Enders, Z. (2023). Expectation dispersion, uncertainty, and the reaction to news . European Economic Review , 154 , 104440. https://dx.doi.org/10.1016/j.euroecorev.2023.104440
Dovern, J. (2023). Eliciting Expectation Uncertainty from Private Households . International Journal of Forecasting , forthcoming . https://dx.doi.org/10.1016/j.ijforecast.2023.01.002
Dovern, J., Müller, L., & Wohlrabe, K. (2023). Local Information and Firm Expectations about Aggregates . Journal of Monetary Economics , forthcoming . https://dx.doi.org/10.1016/j.jmoneco.2023.03.005
Mühlroth, C., Kölbl, L., & Grottke, M. (2023). Innovation signals: leveraging machine learning to separate noise from news . Scientometrics , 128 (5), 2649-2676. https://dx.doi.org/10.1007/s11192-023-04672-y
2022
Buchheim, L., Dovern, J., Krolage, C., & Link, S. (2022). Sentiment and Firm Behavior During the COVID-19 Pandemic . Journal of Economic Behavior & Organization , 195 , 186 - 198. https://dx.doi.org/10.1016/j.jebo.2022.01.011
Glas, A., Conrad, C., & Enders, Z. (2022). The role of information and experience for households' inflation expectations . European Economic Review , 143 , 104015. https://dx.doi.org/10.1016/j.euroecorev.2021.104015
Glas, A., & Hartmann, M. (2022). Uncertainty Measures from Partially Rounded Probabilistic Forecast Surveys . Quantitative Economics , 13 (3), 979-1022. https://dx.doi.org/10.3982/QE1703
Klein, I., & Doll, M. (2022). Sample size analysis for two-sample linear rank
tests . Communications in Statistics-Theory and Methods . https://dx.doi.org/10.1080/03610926.2022.2068029
Perico Ortiz, H. (2022). Economic Policy Statements, Social Media, and Stock Market Uncertainty: an analysis of Donald Trump’s tweets . Journal of Economics and Finance , 47 . https://dx.doi.org/10.1007/s12197-022-09608-5
Stübinger, J., & Walter, D. (2022). Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships . Sensors , 22 (18). https://dx.doi.org/10.3390/s22186884
2021
2020
Avritzer, A., Grottke, M., & Menasché, D.S. (2020). Using Software Aging Monitoring and Rejuvenation for the Assessment of High-Availability Systems . In Handbook of Software Aging and Rejuvenation. (pp. 197-228).
Born, B., Dovern, J., & Enders, Z. (2020). Expectation Dispersion, Uncertainty, and the Reaction to News .
Buchheim, L., Dovern, J., Krolage, C., & Link, S. (2020). Zur Reaktion von Unternehmen auf die Coronakrise: Welche Rolle spielen die erwartete Krisendauer und die Geschäftslage vor der Krise?
Dovern, J., Buchheim, L., Krolage, C., & Link, S. (2020). Firm-Level Expectations and Behavior in Response to the Covid-19 Crisis .
Dovern, J., & Kenny, G. (2020). Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area . International Journal of Central Banking , 64 , 309 - 347.
Dovern, J., & Manner, H. (2020). Order-Invariant Tests for Proper Calibration of Multivariate Density Forecasts . Journal of Applied Econometrics , 35 , 440-456. https://dx.doi.org/10.1002/jae.2755
Dovern, J., Müller, L.S., & Wohlrabe, K. (2020). How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-Scale Business Survey .
Dovern, J., & Zuber, C. (2020). How Economic Crises Damage Potential Output – Evidence from the Great Recession . Journal of Macroeconomics , 65 . https://dx.doi.org/10.1016/j.jmacro.2020.103239
Dovern, J., & Zuber, C. (2020). Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects . Scandinavian Journal of Economics , 122 (4), 1431-1466. https://dx.doi.org/10.1111/sjoe.12385
Glas, A. (2020). Five Dimensions of the Uncertainty-Disagreement Linkage . International Journal of Forecasting , 36 (2), 607-627. https://dx.doi.org/10.1016/j.ijforecast.2019.07.010
Klein, I., & Doll, M. (2020). (Generalized) Maximum Cumulative Direct, Residual, and Paired Φ Entropy Approach . Entropy . https://dx.doi.org/10.3390
Klein, I., & Doll, M. (2020). Tests on asymmetry for ordered categorical variables . Journal of Applied Statistics . https://dx.doi.org/10.1080/02664763.2020.1757045
Knoll, J., & Stübinger, J. (2020). Machine-Learning-Based Statistical Arbitrage Football Betting . Künstliche Intelligenz , 34 (1), 69-80. https://dx.doi.org/10.1007/s13218-019-00610-4
Kölbl, L., & Grottke, M. (2020). Obtaining More Specific Topics and Detecting Weak Signals by Topic Word Selection . In Hoang Pham (Eds.), Reliability and Statistical Computing. (pp. 193-206). Springer.
Mühlroth, C., & Grottke, M. (2020). Artificial Intelligence in Innovation: How to Spot Emerging Trends and Technologies . IEEE Transactions on Engineering Management . https://dx.doi.org/10.1109/TEM.2020.2989214
Pfeuffer, M., Nagl, M., Fischer, M., & Rösch, D. (2020). Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model . The Journal of Risk , 22 (4), 1-30. https://dx.doi.org/10.21314/JOR.2020.429
Rufino, V.Q., De Aguiar, L.P., Menasche, D.S., Lima, C., Cunha, I., Altman, E.,... Grottke, M. (2020). Beyond Herd Immunity Against Strategic Attackers . IEEE Access , 8 , 66365-66399. https://dx.doi.org/10.1109/ACCESS.2020.2983652
Schnaubelt, M., Fischer, T., & Krauß, C. (2020). Separating the signal from the noise - financial machine learning for Twitter . Journal of Economic Dynamics & Control , 114 , 103895. https://dx.doi.org/10.1016/j.jedc.2020.103895
Schneider, L., & Stübinger, J. (2020). Dispersion trading based on the explanatory power of S&P 500 stock returns . Mathematics , 8 (9). https://dx.doi.org/10.3390/math8091627
Stübinger, J., & Adler, K. (2020). How to identify varying lead-lag effects in time series data: Implementation, validation, and application of the generalized causality algorithm . Algorithms , 13 (4). https://dx.doi.org/10.3390/A13040095
Stübinger, J., Mangold, B., & Knoll, J. (2020). Machine learning in football betting: Prediction of match results based on player characteristics . Applied Sciences , 10 (1). https://dx.doi.org/10.3390/app10010046
Stübinger, J., & Schneider, L. (2020). Epidemiology of Coronavirus COVID-19: Forecasting the Future Incidence in Different Countries . Healthcare , 8 (2). https://dx.doi.org/10.3390/healthcare8020099
Stübinger, J., & Schneider, L. (2020). Understanding smart city—a data-driven literature review . Sustainability , 12 (20), 1-23. https://dx.doi.org/10.3390/su12208460
dos Reis, G., Pfeuffer, M., & Smith, G. (2020). Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2020.1726439
2019
Bazhenov, O., Oykher, A., & Baev, D. (2019). The Impact of Financial and Economic Crises on the Performance Indicators of Copper Mining Enterprises . In PROCEEDINGS OF THE 2ND INTERNATIONAL SCIENTIFIC CONFERENCE ON NEW INDUSTRIALIZATION: GLOBAL, NATIONAL, REGIONAL DIMENSION (SICNI 2018) (pp. 133-140). Ekaterinburg, RUSSIA: PARIS: ATLANTIS PRESS.
Endres, S. (2019). Review of stochastic differential equations in statistical arbitrage pairs trading . Managerial and Decision Economics , 20 (2), 71-118. https://dx.doi.org/DOI: https://doi.org/10.7494/manage.2019.20.2.71
Endres, S., & Stübinger, J. (2019). A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2019.1585562
Endres, S., & Stübinger, J. (2019). Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes . Applied economics , 51 (29), 3153-3169. https://dx.doi.org/10.1080/00036846.2019.1566688
Fischer, T., Krauss, C., & Deinert, A. (2019). Statistical Arbitrage in Cryptocurrency Markets . Journal of Risk and Financial Management , 12 (1). https://dx.doi.org/10.3390/jrfm12010031
Knoll, J., Stübinger, J., & Grottke, M. (2019). Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 . Quantitative Finance , 19 (4), 571-585. https://dx.doi.org/10.1080/14697688.2018.1521002
Kölbl, L., Mühlroth, C., Wiser, F., Grottke, M., & Durst, C. (2019). Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert. HMD : Praxis der Wirtschaftsinformatik , 56 (5), 900-913. https://dx.doi.org/10.1365/s40702-019-00528-3
Möstel, L., Fischer, M., Pfaelzner, F., & Pfeuffer, M. (2019). Parameter estimation of Tukey-type distributions: A comparative analysis . Communications in Statistics-Simulation and Computation . https://dx.doi.org/10.1080/03610918.2019.1571604
Rende, J. (2019). Pairs trading with the persistence-based
decomposition model . Managerial and Decision Economics , 2 , 151-180. https://dx.doi.org/10.7494/manage.2019.20.2.151
Schnaubelt, M., Rende, J., & Krauss, C. (2019). Testing Stylized Facts of Bitcoin Limit Order Books . Journal of Risk and Financial Management , 12 (1). https://dx.doi.org/10.3390/jrfm12010025
Stübinger, J. (2019). Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 . Quantitative Finance , 19 (6), 921-935. https://dx.doi.org/10.1080/14697688.2018.1537503
Stübinger, J., & Schneider, L. (2019). Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 . Journal of Risk and Financial Management , 12 (2). https://dx.doi.org/10.3390/jrfm12020051
2018
Clegg, M., & Krauß, C. (2018). Pairs trading with partial cointegration . Quantitative Finance , 18 (1), 121-138.
Fischer, T., & Krauß, C. (2018). Deep learning with long short-term memory networks for financial market predictions . European Journal of Operational Research , 270 (2), 654-669. https://dx.doi.org/10.1016/j.ejor.2017.11.054
Glas, A., Donaubauer, J., Meyer, B., & Nunnenkamp, P. (2018). Disentangling the impact of infrastructure on trade using a new index of infrastructure . Review of World Economics , 154 (4) , 745-784.
Kißlinger, A.-L., & Stummer, W. (2018). A new toolkit for robust distributional change detection . Applied Stochastic Models in Business and Industry , 34 (5), 682-699. https://dx.doi.org/10.1002/asmb.2357
Klein, I., Fischer, M., & Pleier, T. (2018). Weighted Power Mean Copulas: Theory and Application . Model Assisted Statistics and Applications , 13 (3), 253-270. https://dx.doi.org/10.3233/MAS-180436
Mühlroth, C., & Grottke, M. (2018). A systematic literature review of mining weak signals and trends for corporate foresight . Journal of Business Economics , 88 (5), 643-687. https://dx.doi.org/10.1007/s11573-018-0898-4
Pfeuffer, M., Möstel, L., & Fischer, M. (2018). An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2018.1465196
Stübinger, J., & Endres, S. (2018). Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. Quantitative Finance . https://dx.doi.org/10.1080/14697688.2017.1417624
Stübinger, J., Mangold, B., & Krauss, C. (2018). Statistical arbitrage with vine copulas . Quantitative Finance . https://dx.doi.org/10.1080/14697688.2018.1438642
2017
Agarwal, N., Grottke, M., Mishra, S., & Brem, A. (2017). A Systematic Literature Review of Constraint-Based Innovations: State of the Art and Future Perspectives . IEEE Transactions on Engineering Management , 64 (1), 3-15. https://dx.doi.org/10.1109/TEM.2016.2620562
Clegg, M., Krauss, C., & Rende, J. (2017). partialCI: An R package for the analysis of partially cointegrated time series .
Doll, M., Seebauer, M., & Tonn, M. (2017). Bargaining over waiting time in gain and loss framed ultimatum games .
Dovern, J., & Hartmann, M. (2017). Forecast performance, disagreement, and heterogeneous signal-to-noise ratios . Empirical Economics , 53 (1), 63-77. https://dx.doi.org/10.1007/s00181-016-1137-x
Dovern, J., & Jannsen, N. (2017). Systematic errors in growth expectations over the business cycle . International Journal of Forecasting , 33 (4), 760-769. https://dx.doi.org/10.1016/j.ijforecast.2017.03.003
Dovern, J., & Kenny, G. (2017). The Long-term Distribution of Expected Inflation in the Euro Area: What Has Changed since the Great Recession?
Fischer, M., Kraus, D., Pfeuffer, M., & Czado, C. (2017). Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. Risks , 5 (3), 38. https://dx.doi.org/10.3390/risks5030038
Krauss, C., & Stübinger, J. (2017). Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100. Applied economics , 49 (52), 5352-5369. https://dx.doi.org/10.1080/00036846.2017.1305097
Krauss, C., & Stübinger, J. (2017). Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100 . Applied economics , 49 (52), 5352-5369. https://dx.doi.org/10.1080/00036846.2017.1305097
Krauß, C. (2017). Statistical arbitrage pairs trading strategies: Review and outlook . Journal of Economic Surveys , 31 (2), 513-545. https://dx.doi.org/10.1111/joes.12153
Krauß, C., Do, X.A., & Huck, N. (2017). Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 . European Journal of Operational Research , 259 (2), 689-702. https://dx.doi.org/10.1016/j.ejor.2016.10.031
Krauß, C., & Herrmann, K. (2017). On the power and size properties of cointegration tests in the light of high-frequency stylized facts . Journal of Financial Risk Management , 10 (1).
Mangold, B., & Konopik, J. (2017). A general class of entropy based control charts .
Pfeuffer, M. (2017). ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data . The R Journal , 9 (2), 127-141.
Stübinger, J., & Bredthauer, J. (2017). Statistical arbitrage pairs trading with high-frequency data. International Journal of Economics and Financial Issues , 7 (4), 650-662.
2016
Dovern, J., Feldkircher, M., & Huber, F. (2016). Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR . Journal of Economic Dynamics & Control , 70 , 86-100. https://dx.doi.org/10.1016/j.jedc.2016.06.006
Fischer, M., & Pfeuffer, M. (2016). IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven . Risiko Manager , 11 (7), 10-14.
Glas, A., & Hartmann, M. (2016). Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters . Journal of Empirical Finance , 39 (B) , 215-228. https://dx.doi.org/10.1016/j.jempfin.2016.05.001
Glas, A., Hübler, M., & Nunnenkamp, P. (2016). Catching up of emerging economies: the role of capital goods imports, FDI inflows, domestic investment and absorptive capacity . Applied Economics Letters , 23 (2) , 117-120. https://dx.doi.org/10.1080/13504851.2015.1054065
Glas, A., Hübler, M., & Nunnenkamp, P. (2016). Indicators of Absorptive Capacity and Import‐induced South–North Convergence in Labour Intensities . World Economy , 39 (11) , 1756-1791. https://dx.doi.org/10.1111/twec.12300
Grottke, M., Avritzer, A., Menasché, D.S., & Altman, E. (2016). On the efficiency of sampling and countermeasures to critical-infrastructure-targeted malware campaigns . ACM SIGMETRICS Performance Evaluation Review , 43 (4), 33-42. https://dx.doi.org/10.1145/2897356.2897361
Grottke, M., Kim, D.S., Mansharamani, R., Manoj, N., Natella, R., & Trivedi, K.S. (2016). Recovery from software failures caused by Mandelbugs . IEEE Transactions on Reliability , 65 (1), 70-87. https://dx.doi.org/10.1109/TR.2015.2452933
Kißlinger, A.-L., & Stummer, W. (2016). Robust statistical engineering by means of scaled Bregman distances. In C. Agostinelli, A. Basu, P. Filzmoser, D. Mukherjee (Eds.), Recent Advances in Robust Statistics: Theory and Applications. (pp. 81-113). Springer.
Klein, I., Mangold, B., & Doll, M. (2016). Cumulative Paired ϕ-Entropy . Entropy , 18 (7), 1-45. https://dx.doi.org/10.3390/e18070248
Rickels, W., Dovern, J., Hoffmann, J., Quaas, M.F., Schmidt, J.O., & Visbeck, M. (2016). Indicators for monitoring sustainable development goals: An application to oceanic development in the European Union . Earth's Future , 4 (5), 252-267. https://dx.doi.org/10.1002/2016EF000353
Rickels, W., Dovern, J., & Quaas, M. (2016). Beyond fisheries: Common-pool resource problems in oceanic resources and services . Global Environmental Change-Human and Policy Dimensions , 40 , 37-49. https://dx.doi.org/10.1016/j.gloenvcha.2016.06.013
Willert, V., & Schnaubelt, M. (2016). Data control: A feedback control design for clustering of networked data . At-Automatisierungstechnik , 64 (8), 618-632. https://dx.doi.org/10.1515/auto-2016-0059
2015
Dovern, J. (2015). A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data . European Economic Review , 80 , 16-35. https://dx.doi.org/10.1016/j.euroecorev.2015.08.009
Dovern, J., Fritsche, U., Loungani, P., & Tamirisa, N. (2015). Information rigidities: Comparing average and individual forecasts for a large international panel . International Journal of Forecasting , 31 (1), 144-154. https://dx.doi.org/10.1016/j.ijforecast.2014.06.002
Dovern, J., & Huber, F. (2015). Global prediction of recessions . Economics letters , 133 , 81-84. https://dx.doi.org/10.1016/j.econlet.2015.05.022
Grottke, M., Avritzer, A., Menasché, D.S., Alonso, J., de Aguiar, L., & Alvarez, S.G. (2015). Models and metrics for the assessment of critical-infrastructure-targeted malware campaigns . In Proceedings of the 26th IEEE International Symposium on Software Reliability Engineering (ISSRE) (pp. 330-335). Gaithersburg, MD, USA, US.
2014
Dovern, J., Quaas, M.F., & Rickels, W. (2014). A comprehensive wealth index for cities in Germany . Ecological Indicators , 41 , 79-86. https://dx.doi.org/10.1016/j.ecolind.2014.01.009
Dovern, J., & Van Roye, B. (2014). International transmission and business-cycle effects of financial stress . Journal of Financial Stability , 13 , 1-17. https://dx.doi.org/10.1016/j.jfs.2014.02.006
Glas, A., & Hübler, M. (2014). The Energy-Bias of North–South Technology Spillovers: A Global, Bilateral, Bisectoral Trade Analysis . Environmental & Resource Economics , 58 (1) , 59-89. https://dx.doi.org/10.1007/s10640-013-9690-7
Kilgert, B., Rybizki, L., Grottke, M., Neurath, M., & Neumann, H. (2014). Prospective long-term assessment of sedation-related adverse events and patient satisfaction for upper endoscopy and colonoscopy . Digestion , 90 (1), 42-8. https://dx.doi.org/10.1159/000363567
2013
Dovern, J. (2013). When are GDP forecasts updated? Evidence from a large international panel . Economics letters , 120 (3) , 521-523. https://dx.doi.org/10.1016/j.econlet.2013.06.007
Dovern, J., Fritsche, U., Tamirisa, N., & Loungani, P. (2013). Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel .
Grottke, M., & Schleich, B. (2013). How does testing affect the availability of aging software systems? Performance Evaluation , 70 (3), 179–196. https://dx.doi.org/10.1016/j.peva.2012.05.007
Grottke, M., & Schleich, B. (2013). How the distribution of the number of items rated per user influences the quality of recommendation . Performance Evaluation , 70 , 179-196. https://dx.doi.org/10.1016/j.peva.2012.05.007
2012
Alonso, J., Grottke, M., Nikora, A., & Trivedi, K. (2012). The nature of the times to flight software failure during space missions . In Proceedings of the 2012 IEEE 23rd International Symposium on Software Reliability Engineering (pp. 331-340). Dallas, US.
Dovern, J., Fritsche, U., & Slacalek, J. (2012). Disagreement among Forecasters in G7 Countries . Review of Economics and Statistics , 94 (4), 1081-1096.
Fischer, M., & Köck, C. (2012). Constructing and generalizing given multivariate copulas: A unifying approach . Statistics , 46 (1), 1-12. https://dx.doi.org/10.1080/02331888.2010.500028
Grottke, M. (2012). Prognose von Softwarezuverlässigkeit, Softwareversagensfällen und Softwarefehlern . In Mertens Peter, Susanne Rässler (Eds.), Prognoserechnung. (pp. 585-619). Berlin: Springer/Physica.
Grottke, M., & Schleich, B. (2012). Cost Optimality in Testing and Rejuvenation . In 2012 IEEE 23rd International Symposium on Software Reliability Engineering Workshops (ISSREW) (pp. 259-264). Dallas, TX, US: IEEE.
2011
Beckhaus, A., Karg, L.M., Graf, C., Grottke, M., & Neumann, D. (2011). A decision support scheme for software process improvement prioritization . In J. Cordeiro, A. Ranchordas, B. Shishka (Eds.), Software and Data Technologies. (pp. 85-93). Berlin: Springer Verlag.
Dovern, J., Rickels, W., & Klepper, G. (2011). Large-Scale Intentional Interventions into the Climate System? Assessing the Climate Engineering Debate . In Kiel Earth Institute (Eds.), Report for the German Federal Ministry of Education and Research, Kiel, December 2011. .
Dovern, J., & Weisser, J. (2011). Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 . International Journal of Forecasting , 27 (2), 452-465. https://dx.doi.org/10.1016/j.ijforecast.2010.05.016
Grottke, M., Apte, V., Trivedi, K., & Woolet, S. (2011). Response time distributions in networks of queues . In R. Boucherie, N. Van Dijk (Eds.), Queueing Networks: A Fundamental Approach. (pp. 587-641). New York: Springer.
Karg, L.M., Grottke, M., & Beckhaus, A. (2011). A systematic literature review of software quality cost research . Journal of Systems and Software , 84 (3), 415-427. https://dx.doi.org/10.1016/j.jss.2010.11.904
Klein, I. (2011). Möglichkeiten der empirischen Erfassung von Automietpreisen . In Holzer-Thieser A., Roth S. (Hrg.), Versicherungswissenschaft - im Wandel wirtschaftsrechtlicher und rechtsökonomischer Analysen mit Finanzmarkt- und Freiberufsrecht. FS für Harald Herrmann. (S. 323-331). Nürnberg: IF Verlag.
Klein, I. (2011). Van Zwet Ordering and the Ferreira-Steel Family of Skewed Distributions .
Klein, I. (2011). Van Zwet Ordering for Fechner Asymmetry .
Klein, I., & Christa, F. (2011). Families of Copulas closed under the Construction of Generalized Linear Means .
Trivedi, K., Grottke, M., & Andrade, E. (2011). Software fault mitigation and availability assurance techniques . International Journal of Systems Assurance Engineering and Management , 1 (4), 340-350. https://dx.doi.org/10.1007/s13198-011-0038-9
Trivedi, K., Mansharamani, R., Kim, D.S., Grottke, M., & Nambiar, M. (2011). Recovery from Failures Due to Mandelbugs in IT Systems . In Proceedings of the 2011 IEEE 17th Pacific Rim International Symposium on Dependable Computing (pp. 224-233). Pasadena, CA, USA, US.
2010
Dovern, J., & Blank, S. (2010). What macroeconomic shocks affect the German banking system? Analysis in an integrated micro‐macro model . Journal of Financial Economic Policy , 2 (2), 126-148.
Dovern, J., Meier, C.-P., & Vilsmeier, J. (2010). How resilient is the German banking system to macroeconomic shocks . Journal of Banking & Finance , 34 (8), 1839-1848. https://dx.doi.org/10.1016/j.jbankfin.2009.12.001
Fischer, M., & Herrmann, K. (2010). An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns . Studies in Nonlinear Dynamics and Econometrics , 14 (3), 2-21. https://dx.doi.org/10.2202/1558-3708.1694
Grottke, M., Karg, L.M., & Beckhaus, A. (2010). Team factors and failure processing efficiency: An exploratory study of closed and open source software development . In Proceedings of the 34th Annual IEEE International Computer Software and Applications Conference (pp. 188-197). Seoul: Seoul: IEEE Computer Society.
Grottke, M., Nikora, A., & Trivedi, K. (2010). An empirical investigation of fault types in space mission system software . In Proceedings of the 40th Annual IEEE/IFIP International Conference on Dependable Systems and Networks (pp. 447-456). Chicago, IL: Chicago: IEEE Computer Society.
Klein, I., Köck, C., & Tinkl, F. (2010). Spatial-serial dependency in multivariate GARCH models and dynamic copulas: A simulation study . Ekonomia Menedżerska , 7 , 43-62.
Klein, I., Stroebel, A., Bergner, M., Reulbach, U., Biermann, T., Groemer, T.W., & Kornhuber, J. (2010). Statistical methods for detecting and comparing periodic data and their application to the circadian rhythm of bodily harm . Journal of Circadian Rhythms , 8 (1), 1-10.
2009
Beckhaus, A., Karg, L.M., Graf, C., Grottke, M., & Neumann, D. (2009). Prioritization of software process improvements: A COQUALMO-based case study and derived decision support scheme . In Proceedings of the 4th International Conference on Software and Data Technologies (pp. 139-144). Sofia.
Dovern, J., Fritsche, U., & Slacalek, J. (2009). Disagreement among Forecasters In G7 Countries .
Fischer, M., Köck, C., Weigert, F., & Schlüter, S. (2009). An empirical analysis of multivariate copula models . Quantitative Finance , 9 (7), 839-854. https://dx.doi.org/10.1080/14697680802595650
Gartner, H., Blien, U., Stüber, H., & Wolf, K. (2009). Regional price levels and the agglomeration wage differential in western Germany . The annals of regional science , 43 (1), 71-88. https://dx.doi.org/10.1007/s00168-007-0205-8
Grottke, M., & Graf, C. (2009). Modeling and predicting software failure costs . In Proceedings of the 33rd Annual IEEE International Computer Software and Applications Conference (pp. 180-189). Seattle, WA.
Karg, L.M., Grottke, M., & Beckhaus, A. (2009). Conformance quality and failure costs in the software industry: An empirical analysis of open source software . In Proceedings of the IEEE International Conference on Industrial Engineering and Engineering Management (pp. 1386-1390). Hong Kong.
2008
Dovern, J., Döpke, J., Fritsche, U., & Slacalek, J. (2008). The Dynamics of European Inflation Expectations . The B.E. Journal of Macroeconomics , 8 (1). https://dx.doi.org/10.2202/1935-1690.1540
Dovern, J., Döpke, J., Fritsche, U., & Slacalek, J. (2008). The Sticky Information Phillips Curve. European Evidence . Journal of Money, Credit and Banking , 40 (7), 1513-1519.
Dovern, J., Fritsche, U., Slacalek, J., & Döpke, J. (2008). Sticky Information Phillips Curves: European Evidence .
Grottke, M., Matias, R., & Trivedi, K. (2008). The fundamentals of software aging . In 2008 IEEE International Conference on Software Reliability Engineering Workshops (ISSRE Wksp) (Eds.), Proceedings of the 1st International Workshop on Software Aging and Rejuvenation/19th IEEE International Symposium on Software Reliability Engineering . Seattle, WA, US.
Grottke, M., Sun, H., Fricks, R.M., & Trivedi, K. (2008). Ten fallacies of availability and reliability analysis . In Proceedings of the 5th International Service Availability Symposium (pp. 187-206). Tokyo: Springer-verlag.
Klein, I., & Fischer, M. (2008). A Note on the Kurtosis Ordering of the Generalized Secant Hyperbolic Distribution . Communications in Statistics-Theory and Methods , 37 (1), 1-7. https://dx.doi.org/10.1080/03610920701648839
Klein, I., & Grottke, M. (2008). On J.M. Keynes' "The Principal Averages and the Laws of Error which Lead to Them" - Refinement and Generalisation .
Trivedi, K., Ciardo, G., Dasarathy, B., Grottke, M., Matias, R., Rindos, A., & Vashaw, B. (2008). Achieving and assuring high availability . In Proceedings of the 5th International Service Availability Symposium (pp. 20-25). Miami, FL.
2007
Dovern, J., & Nunnenkamp, P. (2007). Aid and Growth Accelerations: An Alternative Approach to Assessing the Effectiveness of Aid . Kyklos , 60 (3), 359-383. https://dx.doi.org/10.1111/j.1467-6435.2007.00376.x
Fischer, M., & Klein, I. (2007). Construction of Symmetric Generalized FGM Copulas by means of certain Univariate Distributions . Metrika , 65 (2), 243-260. https://dx.doi.org/10.1007/s00184-006-0075-6
Fischer, M., Klein, I., & Horn, A. (2007). Tukey-type Distributions in the context of financial data . Communications in Statistics-Theory and Methods , 36 (1), 23-35. https://dx.doi.org/10.1080/03610920500476382
Grottke, M., & Trivedi, K. (2007). Fighting bugs: Remove, retry, replicate, and rejuvenate . IEEE Computer , 40 (2), 107-109. https://dx.doi.org/10.1109/MC.2007.55
Okamura, H., Grottke, M., Dohi, T., & Trivedi, K. (2007). Variational Bayesian approach for interval estimation of NHPP-based software reliability models . In Proceedings of the International IEEE Conference on Dependable Systems and Networks 2007 (pp. 698-707). Edinburgh.
2006
Avritzer, A., Bondi, A.B., Grottke, M., Trivedi, K., & Weyuker, E.J. (2006). Performance assurance via software rejuvenation: Monitoring, statistics and algorithms . In Proceedings of the International Conference on Dependable Systems and Networks 2006 (pp. 435-444). Philadelphia, PA.
Grottke, M., Li, L., Vaidyanathan, K., & Trivedi, K. (2006). Analysis of software aging in a web server . IEEE Transactions on Reliability , 55 (3), 411-420. https://dx.doi.org/10.1109/TR.2006.879609
Klein, I., Bissantz, N., & Manns, C. (2006). Competitive Intelligence bei einem Pharma-Hersteller . HMD : Praxis der Wirtschaftsinformatik , 249 , 91-98.
Klein, I., & Fischer, M. (2006). Power Kurtosis Transformations: De finitions, Properties and Ordering . Advances in Statistical Analysis , 90 (3), 395-401. https://dx.doi.org/10.1007/s10182-006-0241-1
Klein, I., & Fischer, M. (2006). Skewness by Splitting the scale parameter . Communications in Statistics-Theory and Methods , 35 (7), 1159-1171. https://dx.doi.org/10.1080/03610920600692730
2005
Grottke, M., & Trivedi, K. (2005). On a method for mending time to failure distributions . In Proceedings of the International Conference on Dependable Systems and Networks 2005 (pp. 560-569). Yokohama.
Grottke, M., & Trivedi, K. (2005). Software faults, software aging and software rejuvenation . Journal of Reliability Engineering Association of Japan , 27 (7), 425-438. https://dx.doi.org/10.11348/reajshinrai.27.7_425
Grottke, M., & Trivedi, K. (2005). Truncated non-homogeneous Poisson process models - Properties and performance . OPSEARCH , 42 (4), 310-321.
Klein, I. (2005). Bivariate Abhängigkeitsmessung für ordinalskalierte Merkmale im Falle fixierter Randverteilungen . In Brachinger H.W., Hamerle A., Münnich R., Schweitzer W. (Hrg.), Wirtschaftsstatistik - Festschrift zum 65. Geburtstag von Prof. Dr. E. Schaich. (S. 81-109). München: Vahlen.
Klein, I. (2005). Streuungsmessung ordinalskalierter Merkmale mittels Rangordnungsstatistiken . In Dobbener R, Kolb U, Wan Hussin D (Hrg.), Arbeiten aus der Statistik - Festschrift für F. Vogel. (S. 1-18). Bamberg.
2004
Klein, I., & Fischer, M. (2004). Kurtosis modelling by means of the J-transformation . Allgemeines Statistisches Archiv , 88 (1), 35-50. https://dx.doi.org/10.1007/s101820400158
Klein, I., & Fischer, M. (2004). Tailabhängigkeit und Asymmetrie in multivariaten Finanzmarktdaten . In M. Bank, B. Schiller (Hrg.), Finanzintermediation: Theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen. Festschrift für Wolfgang Gehrke zum 60. Geburtstag. (S. 69-102). Stuttgart: Schäffer-Pöschel Verlag.
2002
Grottke, M. (2002). A vector Markov model for structural coverage growth and the number of failure occurrences . In Proceedings of the Thirteenth International IEEE Symposium on Software Reliability Engineering (pp. 304-315).
Klein, I., & Fischer, M. (2002). gh-transformed of symmetrical distributions . In Klein I., Mittnik S. (Eds.), Contributions to modern econometrics. (pp. 119-134). Boston: Kluwer Academic Publishers.
Klein, I., & Fischer, M. (2002). Symmetrical gh-transformed distributions . In Klein Ingo, Mittnik Stefan (Eds.), Contributions to Modern Econometrics. (pp. 119-134). Boston: Kluwer Academic Publishers.
Klein, I., & Mittnik, S. (2002). Contributions to modern econometrics - From data analysis to economic policy .