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~person:"Wied, Dominik"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Statistische Verteilung
Zeitreihenanalyse
Multivariate Verteilung
10
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7
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7
Time series analysis
7
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6
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Wied, Dominik
Okhrin, Ostap
21
Smith, Michael S.
14
Chen, Xiaohong
12
Einmahl, John H. J.
11
Lucas, André
11
Härdle, Wolfgang
10
Kim, Jong-Min
10
Koopman, Siem Jan
10
Dijk, Dick van
9
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9
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8
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8
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8
Chang, Kuang-Liang
7
Manner, Hans
7
Okhrin, Yarema
7
Panchenko, Valentyn
7
Wu, Ximing
7
Xiao, Zhijie
7
Yang, Jingping
7
Bormann, Carsten
6
Cossette, Hélène
6
Fischer, Matthias
6
Herwartz, Helmut
6
Hua, Lei
6
Krajina, Andrea
6
Schienle, Melanie
6
Su, Jianxi
6
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5
Bücher, Axel
5
Furman, Edward
5
Guégan, Dominique
5
Ignatieva, Katja
5
Koenker, Roger
5
Laeven, Roger J. A.
5
Liu, Guannan
5
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5
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
2
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
3
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
Saved in:
4
Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim
;
Stark, Florian
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
4
,
pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683
Saved in:
5
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:
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
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
Saved in:
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