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ECONIS (ZBW)
15
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1
Reference class selection in similarity-based forecasting of corporate sales growth
Theising, Etienne
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10014338812
Saved in:
2
New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
3
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
4
An innovative risk management methodology for trading equity indices based on change points
Gösmann, Josua
;
Ziggel, Daniel
- In:
The journal of asset management
19
(
2018
)
2
,
pp. 99-109
Persistent link: https://www.econbiz.de/10011847695
Saved in:
5
Private lending as a source of fixed-income yields
Ziggel, Daniel
;
Armbruester, Christian
;
Gösmann, Josua
; …
- In:
The journal of wealth management
20
(
2017
)
3
,
pp. 33-44
Persistent link: https://www.econbiz.de/10011772942
Saved in:
6
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
7
Constructing a passive global stock market portfolio from a multigenerational family office perspective
Ziggel, Daniel
;
Armbruester, Christian
- In:
The journal of wealth management
19
(
2016
)
2
,
pp. 89-99
Persistent link: https://www.econbiz.de/10011559440
Saved in:
8
Moderne Handelsstrategien auf Basis von Strukturbruchtests
Ziggel, Daniel
- In:
Corporate finance : Finanzierung, Kapitalmarkt, …
7
(
2016
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10011581185
Saved in:
9
Automated portfolio optimization based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
2
,
pp. 243-264
Persistent link: https://www.econbiz.de/10010401331
Saved in:
10
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
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