Wied, Dominik: search on Z-Library

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1

Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets

Reynolds, Julia, SSgner, Leopold, Wagner, Martin, Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.03 MB

english, 2018

2

A new set of improved Value-at-Risk backtests

Ziggel, Daniel, Berens, Tobias, Weiß, Gregor N.F., Wied, Dominik

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 423 KB

english, 2014

3

TESTING FOR CHANGES IN KENDALL’S TAU

Dehling, Herold, Vogel, Daniel, Wendler, Martin, Wied, Dominik

Journal:

Econometric Theory

Year:

2016

Language:

english

File:

PDF, 467 KB

english, 2016

4

Multiple break detection in the correlation structure of random variables

Galeano, Pedro, Wied, Dominik

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 2.31 MB

english, 2014

5

On the application of new tests for structural changes on global minimum-variance portfolios

Dominik Wied, Daniel Ziggel, Tobias Berens

Journal:

Statistical Papers

Year:

2013

Language:

english

File:

PDF, 231 KB

english, 2013

6

Consistency of the kernel density estimator: a survey

Dominik Wied, Rafael Weißbach

Journal:

Statistical Papers

Year:

2012

Language:

english

File:

PDF, 253 KB

english, 2012

7

Model and Moment Selection in Factor Copula Models*

Duan, Fang, Manner, Hans, Wied, Dominik

Journal:

Journal of Financial Econometrics

Year:

2019

File:

PDF, 603 KB

2019

8

A new fluctuation test for constant variances with applications to finance

Wied, Dominik, Arnold, Matthias, Bissantz, Nicolai, Ziggel, Daniel

Journal:

Year:

2012

Language:

english

File:

PDF, 398 KB

english, 2012

9

Estimating derivatives of function-valued parameters in a class of moment condition models

Rothe, Christoph, Wied, Dominik

Journal:

Journal of Econometrics

Year:

2019

File:

PDF, 469 KB

2019

10

On- and offline detection of structural breaks in thermal spraying processes

Borowski, Matthias, Rudak, Nikolaus, Hussong, Birger, Wied, Dominik, Kuhnt, Sonja, Tillmann, Wolfgang

Journal:

Journal of Applied Statistics

Year:

2014

Language:

english

File:

PDF, 575 KB

english, 2014

11

A Nonparametric Test for a Constant Correlation Matrix

Journal:

Econometric Reviews

Year:

2014

Language:

english

File:

PDF, 792 KB

english, 2014

12

Testing for relevant dependence change in financial data: a CUSUM copula approach

Kutzker, Tim, Stark, Florian, Wied, Dominik

Journal:

Empirical Economics

Year:

2019

File:

PDF, 436 KB

2019

13

A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution

Wied, Dominik, Dehling, Herold, van Kampen, Maarten, Vogel, Daniel

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 463 KB

english, 2014

14

Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen

Dominik Wied, Matthias Arnold…

Journal:

AStA Wirtschafts- und Sozialstatistisches Archiv

Year:

2013

Language:

german

File:

PDF, 658 KB

german, 2013

15

Sequential monitoring of the tail behavior of dependent data

Hoga, Yannick, Wied, Dominik

Journal:

Journal of Statistical Planning and Inference

Year:

2017

Language:

english

File:

PDF, 755 KB

english, 2017

16

Prognostic value of radiologically enlarged lymph nodes in patients with metastatic colorectal cancer: subgroup findings of the randomized, open-label FIRE-3/AIO KRK0306 trial

Hofmann, Felix O., Holch, Julian W., Heinemann, Volker, Ricard, Ingrid, Reiser, Maximilian F., Baumann, Alena B., Hesse, Nina, D’Anastasi, Melvin, Modest, Dominik P., Stintzing, Sebastian, Sommer, Wie

Journal:

European Journal of Radiology

Year:

2018

Language:

english

File:

PDF, 671 KB

english, 2018

17

Nonparametric tests for constant tail dependence with an application to energy and finance

Bücher, Axel, Jäschke, Stefan, Wied, Dominik

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 650 KB

english, 2015

18

Gerechtigkeit im internationalen Vergleich

Enste, Dominik H., Wies, Jana

Journal:

Wirtschaftsdienst

Year:

2014

Language:

german

File:

PDF, 101 KB

german, 2014

19

Monitoring Stationarity and Cointegration

Wagner, Martin, Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 732 KB

english, 2015

20

A New Set of Improved Value-at-Risk Backtests

Ziggel, Daniel, Berens, Tobias, Weiss, Gregor N. F., Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 135 KB

english, 2013

21

TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD

Wied, Dominik, Krämer, Walter, Dehling, Herold

Journal:

Econometric Theory

Year:

2012

Language:

english

File:

PDF, 159 KB

english, 2012

22

Testing for constant correlation of filtered series under structural change

Demetrescu, Matei, Wied, Dominik

Journal:

The Econometrics Journal

Year:

2018

Language:

english

File:

PDF, 525 KB

english, 2018

23

A residual-based multivariate constant correlation test

Duan, Fang, Wied, Dominik

Journal:

Year:

2018

Language:

english

File:

PDF, 1.17 MB

english, 2018

24

Stochastische Prozesse ||

Webel, Karsten, Wied, Dominik

Year:

2016

Language:

german

File:

PDF, 4.85 MB

german, 2016

25

Evaluating Value-at-Risk Forecasts: A New Set of Multivariate Backtests

Wied, Dominik, Weiß, Gregor N.F., Ziggel, Daniel

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 734 KB

english, 2016

26

Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis

Wagner, Martin, Wied, Dominik

Journal:

Journal of Time Series Analysis

Year:

2017

Language:

english

File:

PDF, 1.07 MB

english, 2017

27

Modeling different kinds of spatial dependence in stock returns

Matthias Arnold, Sebastian Stahlberg, Dominik Wied

Journal:

Empirical Economics

Year:

2013

Language:

english

File:

PDF, 422 KB

english, 2013

28

Detecting Relevant Changes in Time Series Models

Dette, Holger, Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 499 KB

english, 2014

29

Testing for structural breaks in factor copula models

Manner, Hans, Stark, Florian, Wied, Dominik

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 771 KB

english, 2018

30

CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns

Journal:

Journal of Time Series Analysis

Year:

2013

Language:

english

File:

PDF, 299 KB

english, 2013

31

Monitoring multivariate variance changes

Pape, Katharina, Wied, Dominik, Galeano, Pedro

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 909 KB

english, 2016

32

Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?

Berens, Tobias, Weiß, Gregor N.F., Wied, Dominik

Journal:

Journal of Empirical Finance

Year:

2015

Language:

english

File:

PDF, 920 KB

english, 2015

33

Evaluating Value-at-Risk Forecasts: A New Set of Multivariate Backtests

Wied, Dominik, Weiss, Gregor N. F., Ziggel, Daniel

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 256 KB

english, 2015

34

Nonparametric Tests for Constant Tail Dependence with an Application to Energy and Finance

BBcher, Axel, JJschke, Stefan, Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.18 MB

english, 2014

35

Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction

Journal:

Statistical Papers

Year:

2011

Language:

english

File:

PDF, 64 KB

english, 2011

36

Improved GMM estimation of the spatial autoregressive error model

Matthias Arnold, Dominik Wied

Journal:

Economics Letters

Year:

2010

Language:

english

File:

PDF, 155 KB

english, 2010

37

Misspecification Testing in a Class of Conditional Distributional Models

Rothe, Christoph, Wied, Dominik

Journal:

Journal of the American Statistical Association

Year:

2013

Language:

english

File:

PDF, 231 KB

english, 2013

38

J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition)

Journal:

Statistical Papers

Year:

2016

Language:

english

File:

PDF, 302 KB

english, 2016

39

Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?

Berens, Tobias, Weiss, Gregor N. F., Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 482 KB

english, 2013

40

Dating multiple change points in the correlation matrix

Pedro Galeano,Dominik Wied

Journal:

Year:

2017

Language:

english

File:

PDF, 740 KB

english, 2017

41

Detecting structural changes in large portfolios

Posch, Peter N., Ullmann, Daniel, Wied, Dominik

Journal:

Empirical Economics

Year:

2018

Language:

english

File:

PDF, 1.17 MB

english, 2018

42

Dating Multiple Change Points in the Correlation Matrix

Galeano, Pedro, Wied, Dominik

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 465 KB

english, 2014

43

A specification test for dynamic conditional distribution models with function-valued parameters

Troster, Victor, Wied, Dominik

Journal:

Econometric Reviews

Year:

2020

File:

PDF, 1.86 MB

2020

44

A simple and focused backtest of value at risk

Krämer, Walter, Wied, Dominik

Journal:

Economics Letters

Year:

2015

Language:

english

File:

PDF, 237 KB

english, 2015

45

Detecting relevant changes in time series models

Dette, Holger, Wied, Dominik

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

2016

Language:

english

File:

PDF, 1.15 MB

english, 2016

46

Identifying Different Areas of Inhomogenous Mineral Subsoil: Spatial Fluctuation Approaches

Arnold, Matthias, Raabe, Nils, Wied, Dominik

Journal:

Communications in Statistics - Simulation and Computation

Year:

2016

Language:

english

File:

PDF, 973 KB

english, 2016

47

Monitoring correlation change in a sequence of random variables

Dominik Wied, Pedro Galeano

Journal:

Journal of Statistical Planning and Inference

Year:

2013

Language:

english

File:

PDF, 283 KB

english, 2013

48

Spatial dependence in stock returns: local normalization and VaR forecasts

Schmitt, Thilo A., Schäfer, Rudi, Wied, Dominik, Guhr, Thomas

Journal:

Empirical Economics

Year:

2016

Language:

english

File:

PDF, 375 KB

english, 2016

49

A Nonparametric Test for a Constant Correlation Matrix

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 428 KB

english, 2013

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