Access Statistics for Dominik Wied

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 40 0 2 7 143
Monitoring Stationarity and Cointegration 0 1 4 58 0 4 12 95
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 0 0 1 1
Total Working Papers 0 1 4 98 0 6 20 239


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution 0 0 0 5 0 2 10 53
A new fluctuation test for constant variances with applications to finance 0 0 0 8 1 1 7 60
A new set of improved Value-at-Risk backtests 0 0 3 16 0 1 12 86
A nonparametric test for a constant correlation matrix 0 0 0 1 0 0 3 16
A residual-based multivariate constant correlation test 0 0 0 4 1 2 6 21
A simple and focused backtest of value at risk 2 2 2 18 2 3 8 68
Automated Portfolio Optimization Based on a New Test for Structural Breaks 0 0 1 7 0 3 5 35
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 0 10 0 1 2 46
Consistency of the kernel density estimator: a survey 0 0 0 7 1 1 2 41
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 2 6 1 2 8 41
Dating multiple change points in the correlation matrix 0 0 0 9 0 0 6 47
Detecting relevant changes in time series models 0 0 1 3 0 1 5 24
Detecting structural changes in large portfolios 0 0 1 1 0 1 6 12
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 0 3 3 12 12
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 0 13 0 0 3 48
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 1 1 9 0 2 6 36
Improved GMM estimation of the spatial autoregressive error model 0 0 0 41 0 0 5 111
J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition) 2 2 4 9 2 2 7 22
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 19 0 2 5 77
Modeling different kinds of spatial dependence in stock returns 0 0 3 38 0 2 9 142
Monitoring multivariate variance changes 0 0 1 8 2 2 10 32
Multiple break detection in the correlation structure of random variables 0 0 5 20 1 4 13 76
Nonparametric tests for constant tail dependence with an application to energy and finance 0 1 4 13 1 2 8 63
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 0 0 0 32
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 1 3 3 28
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 1 3 83 0 2 7 229
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 0 2 0 1 8 36
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 0 32 0 0 4 151
TESTING FOR CHANGES IN KENDALL’S TAU 0 0 0 1 1 1 4 14
Testing for constant correlation of filtered series under structural change 0 0 1 3 1 1 2 10
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 1 2 14 0 1 3 62
Testing for structural breaks in factor copula models 0 3 5 7 2 7 19 32
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 0 0 4 27
Total Journal Articles 4 11 39 423 20 53 212 1,790


Statistics updated 2020-11-03