Dominik Wied
Dominik Wied
Dortmund
Verified email at uni-koeln.de - Homepage
Title
Cited by
Cited by
Year
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
922012
Consistency of the kernel density estimator: a survey
D Wied, R Weißbach
Statistical Papers 53 (1), 1-21, 2012
662012
Misspecification testing in a class of conditional distributional models
C Rothe, D Wied
Journal of the American Statistical Association 108 (501), 314-324, 2013
652013
Misspecification testing in a class of conditional distributional models
C Rothe, D Wied
Journal of the American Statistical Association 108 (501), 314-324, 2013
652013
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
532014
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
532014
Modeling different kinds of spatial dependence in stock returns
M Arnold, S Stahlberg, D Wied
Empirical Economics 44 (2), 761-774, 2013
512013
Multiple break detection in the correlation structure of random variables
P Galeano, D Wied
Computational Statistics & Data Analysis 76, 262-282, 2014
402014
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
402012
Detecting relevant changes in time series models
H Dette, D Wied
arXiv preprint arXiv:1403.8120, 2014
382014
Monitoring correlation change in a sequence of random variables
D Wied, P Galeano
Journal of Statistical Planning and Inference 143 (1), 186-196, 2013
342013
Monitoring correlation change in a sequence of random variables
D Wied, P Galeano
Journal of Statistical Planning and Inference 143 (1), 186-196, 2013
342013
Monitoring correlation change in a sequence of random variables
D Wied, P Galeano
Journal of Statistical Planning and Inference 143 (1), 186-196, 2013
342013
A nonparametric test for a constant correlation matrix
D Wied
Econometric Reviews 36 (10), 1157-1172, 2017
292017
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
252014
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
242013
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
202015
Testing for changes in Kendall's tau
H Dehling, D Vogel, M Wendler, D Wied
arXiv preprint arXiv:1203.4871, 2012
192012
Improved GMM estimation of the spatial autoregressive error model
M Arnold, D Wied
Economics Letters 108 (1), 65-68, 2010
172010
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
162013
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