6 Treffer für Schlagwort = "Strukturbruch"

• Bargaining power and the labor share - a structural break approach Kraft, Kornelius ; Lammers, Alexander [Dortmund] : SFB 823, 2021

• 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

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• Robust inference under timevarying volatility a real-time evaluation of professional forecasters Demetrescu, Matei ; Hanck, Christoph ; Kruse, Robinson [Dortmund] : SFB 823, 2021

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013