CESifo Research Network Fellow

Walter Kraemer

Technische Universität Dortmund
Fakultät Statistik
Vogelpothsweg 87, 44221, Dortmund, Germany

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Econometrics
  • Financial Economics

CESifo Working Papers

Beyond Inequality: A Novel Measure of Skewness and its Properties

Walter Kraemer, Holger Dette
CESifo, Munich, 2016
CESifo Working Paper No. 5972

A Neglected Semi-Stylized Fact of Daily Stock Returns

Walter Kraemer
CESifo, Munich, 2016
CESifo Working Paper No. 5806

Stylized Facts and Simulating Long Range Financial Data

Laurie Davies, Walter Kraemer
CESifo, Munich, 2016
CESifo Working Paper No. 5796

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

Walter Kraemer, Simon Neumärker
CESifo, Munich, 2016
CESifo Working Paper No. 5768

The Cult of Statistical Significance

Walter Kraemer
CESifo, Munich, 2010
CESifo Working Paper No. 3246

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

Walter Kraemer, Gerhard Arminger
CESifo, Munich, 2010
CESifo Working Paper No. 3180

Large-Scale Disasters and the Insurance Industry

Walter Kraemer, Sebastian Schich
CESifo, Munich, 2008
CESifo Working Paper No. 2243

Long Memory with Markov-Switching GARCH

Walter Kraemer
CESifo, Munich, 2008
CESifo Working Paper No. 2225

On Comparing the Accuracy of Default Predictions in the Rating Industry

André Güttler, Walter Kraemer
CESifo, Munich, 2008
CESifo Working Paper No. 2202

Efficiency, Equity, and Generalized Lorenz Dominance

Christian Kleiber, Walter Kraemer
CESifo, Munich, 2000
CESifo Working Paper No. 343