9 Treffer für Jahr = "2012 - 2013"

• 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

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

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

• 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

• 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 change in spatial regions at unknown positions Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, May 10, 2012