6 Treffer für Schlagwort = "Test"

• 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

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

• 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

• Nonparametric tests for constant tail dependence with an application to energy and finance Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik [Dortmund] : SFB 823, August 13, 2013