15 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• A completely automated optimization strategy for global minimum variance portfolios based on a new test for structural breaks Berens, Tobias ; Wied, Dominik ; Ziggel, Daniel [Dortmund] : SFB 823, 2013

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• Deviations from triangular arbitrage parity in foreign exchange and bitcoin markets Reynolds, Julia E. ; Sögner, Leopold ; Wagner, Martin ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, March 27, 2018

• Evaluating value-at-risk forecasts a new set of multivariate backtests Wied, Dominik ; Weiß, Gregor ; Ziggel, Daniel Dortmund : Universitätsbibliothek Dortmund, April 10, 2015

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• Improved GMM estimation of panel data models with spatially correlated error components Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Misspecification testing in a class of conditional distributional models Rothe, Christoph ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Monitoring correlation change in a sequence of random variables Wied, Dominik ; Galeano, Pedro [Dortmund] : SFB 823, 2012

• Monitoring stationarity and cointegration Wagner, Martin ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, [2014]

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011

• New backtests for unconditional coverage of the expected shortfall Löser, Robert ; Wied, Dominik ; Ziggel, Daniel Dortmund : Universitätsbibliothek Dortmund, October 13, 2016

• A simple and focused backtest of value at risk Krämer, Walter ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, [2015]

• Spatial dependence in stock returns - local normalization and VaR forecasts Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas [Dortmund] : SFB 823, 2013

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• Testing for structural changes in large portfolios Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, August 2015