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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~person:"Godfrey, L. G."
~person:"Wied, Dominik"
~subject:"Bootstrap approach"
~subject:"Statistischer Test"
~type_genre:"Working Paper"
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Godfrey, L. G.
Wied, Dominik
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Working papers in economics and econometrics
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New backtests for unconditional coverage of the expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011569406
Saved in:
2
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793510
Saved in:
3
A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
-
2013
Persistent link: https://www.econbiz.de/10009776171
Saved in:
4
Multiple break detection in the correlation structure of financial returns
Galeano, Pedro
;
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379510
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5
CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379646
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6
A fluctuation test for constant Spearman’s rho
Wied, Dominik
;
Dehling, Herold
;
Kampen, Maarten van
; …
-
2011
Persistent link: https://www.econbiz.de/10009155239
Saved in:
7
A new online-test for changes in correlations between assets
Arnold, Matthias
;
Bissantz, Nicolai
;
Wied, Dominik
; …
-
2010
Persistent link: https://www.econbiz.de/10008839855
Saved in:
8
A fluctuation test for constant correlation
Wied, Dominik
;
Arnold, Matthias
-
2009
Persistent link: https://www.econbiz.de/10008811389
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