26 Treffer für Jahr = "2011 - 2019"

• 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

• Dating multiple change points in the correlation matrix Galeano, Pedro ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, May 10, 2014

• Detecting relevant changes in time series models Dette, Holger ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, March 28, 2014

• 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

• Identifying different areas of inhomogeneous mineral subsoil spatial fluctuation approaches Arnold, Matthias ; Raabe, Nils ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, October 22, 2012

• 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 multivariate variance changes Pape, Katharina ; Wied, Dominik ; Galeano, Pedro Dortmund : Universitätsbibliothek Dortmund, August 4, 2015

• 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 new set of improved value-at-risk backtests Ziggel, Daniel ; Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• 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

• On- and offline detection of structural breaks in thermal spraying processes Borowski, Matthias ; Rudak, Nikolaus ; Hussong, Birger ; Wied, Dominik ; Kuhnt, Sonja ; Tillmann, Wolfgang [Dortmund] : SFB 823, January 23, 2013

• Residual-based inference on moment hypotheses, with an application to testing for constant correlation Demetrescu, Matei ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, July 21, 2016

• Sequential detection of parameter changes in dynamic conditional correlation models Pape, Katharina ; Galeano, Pedro ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, [April 2017]