Testing for a change in correlation at an unknown point in time using an extended functional delta method D Wied, W Krämer, H Dehling Econometric Theory, 570-589, 2012 | 92 | 2012 |

Consistency of the kernel density estimator: a survey D Wied, R Weißbach Statistical Papers 53 (1), 1-21, 2012 | 66 | 2012 |

Misspecification testing in a class of conditional distributional models C Rothe, D Wied Journal of the American Statistical Association 108 (501), 314-324, 2013 | 65 | 2013 |

Misspecification testing in a class of conditional distributional models C Rothe, D Wied Journal of the American Statistical Association 108 (501), 314-324, 2013 | 65 | 2013 |

A new set of improved Value-at-Risk backtests D Ziggel, T Berens, GNF Weiß, D Wied Journal of Banking & Finance 48, 29-41, 2014 | 53 | 2014 |

A new set of improved Value-at-Risk backtests D Ziggel, T Berens, GNF Weiß, D Wied Journal of Banking & Finance 48, 29-41, 2014 | 53 | 2014 |

Modeling different kinds of spatial dependence in stock returns M Arnold, S Stahlberg, D Wied Empirical Economics 44 (2), 761-774, 2013 | 51 | 2013 |

Multiple break detection in the correlation structure of random variables P Galeano, D Wied Computational Statistics & Data Analysis 76, 262-282, 2014 | 40 | 2014 |

A new fluctuation test for constant variances with applications to finance D Wied, M Arnold, N Bissantz, D Ziggel Metrika 75 (8), 1111-1127, 2012 | 40 | 2012 |

Detecting relevant changes in time series models H Dette, D Wied arXiv preprint arXiv:1403.8120, 2014 | 38 | 2014 |

Monitoring correlation change in a sequence of random variables D Wied, P Galeano Journal of Statistical Planning and Inference 143 (1), 186-196, 2013 | 34 | 2013 |

Monitoring correlation change in a sequence of random variables D Wied, P Galeano Journal of Statistical Planning and Inference 143 (1), 186-196, 2013 | 34 | 2013 |

Monitoring correlation change in a sequence of random variables D Wied, P Galeano Journal of Statistical Planning and Inference 143 (1), 186-196, 2013 | 34 | 2013 |

A nonparametric test for a constant correlation matrix D Wied Econometric Reviews 36 (10), 1157-1172, 2017 | 29 | 2017 |

A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution D Wied, H Dehling, M Van Kampen, D Vogel Computational Statistics & Data Analysis 76, 723-736, 2014 | 25 | 2014 |

CUSUM‐type testing for changing parameters in a spatial autoregressive model for stock returns D Wied Journal of Time Series Analysis 34 (2), 221-229, 2013 | 24 | 2013 |

Nonparametric tests for constant tail dependence with an application to energy and finance A Bücher, S Jäschke, D Wied Journal of Econometrics 187 (1), 154-168, 2015 | 20 | 2015 |

Testing for changes in Kendall's tau H Dehling, D Vogel, M Wendler, D Wied arXiv preprint arXiv:1203.4871, 2012 | 19 | 2012 |

Improved GMM estimation of the spatial autoregressive error model M Arnold, D Wied Economics Letters 108 (1), 65-68, 2010 | 17 | 2010 |

On the application of new tests for structural changes on global minimum-variance portfolios D Wied, D Ziggel, T Berens Statistical Papers 54 (4), 955-975, 2013 | 16 | 2013 |