Dominik Wied
Dominik Wied
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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 28 (3), 570-589, 2012
Consistency of the kernel density estimator: a survey
D Wied, R Weißbach
Statistical Papers 53, 1-21, 2012
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
Misspecification testing in a class of conditional distributional models
C Rothe, D Wied
Journal of the American Statistical Association 108 (501), 314-324, 2013
Modeling different kinds of spatial dependence in stock returns
M Arnold, S Stahlberg, D Wied
Empirical Economics 44, 761-774, 2013
Detecting relevant changes in time series models
H Dette, D Wied
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016
A new fluctuation test for constant variances with applications to finance
D Wied, M Arnold, N Bissantz, D Ziggel
Metrika 75, 1111-1127, 2012
Monitoring correlation change in a sequence of random variables
D Wied, P Galeano
Journal of Statistical Planning and Inference 143 (1), 186-196, 2013
Multiple break detection in the correlation structure of random variables
P Galeano, D Wied
Computational Statistics & Data Analysis 76, 262-282, 2014
A nonparametric test for a constant correlation matrix
D Wied
Econometric Reviews 36 (10), 1157-1172, 2017
Testing for changes in Kendall’s tau
H Dehling, D Vogel, M Wendler, D Wied
Econometric Theory 33 (6), 1352-1386, 2017
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
Evaluating value-at-risk forecasts: A new set of multivariate backtests
D Wied, GNF Weiß, D Ziggel
Journal of Banking & Finance 72, 121-132, 2016
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
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
On the application of new tests for structural changes on global minimum-variance portfolios
D Wied, D Ziggel, T Berens
Statistical Papers 54, 955-975, 2013
Monitoring multivariate variance changes
K Pape, D Wied, P Galeano
Journal of Empirical Finance 39, 54-68, 2016
Testing for structural breaks in factor copula models
H Manner, F Stark, D Wied
Journal of Econometrics 208 (2), 324-345, 2019
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?
T Berens, GNF Weiß, D Wied
Journal of Empirical Finance 32, 135-152, 2015
Stochastische Prozesse
K Webel, D Wied
Springer Fachmedien Wiesbaden, 2016
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