2 Treffer für Jahr = "2016"

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

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