3 Treffer für Schlagwort = "Prozess"

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

• 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