Journal Article |
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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 KENDALLâ€™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 |