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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Risks : open access journal"
~person:"Wied, Dominik"
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TWO-COMPONENT EXTREME VALUE DI...
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Risks : open access journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009793506
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A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
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2015
Persistent link: https://www.econbiz.de/10011326839
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3
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009776165
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4
Spatial dependence in stock returns - local normalization and VaR forecasts
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Wied, Dominik
;
Guhr, …
-
2013
Persistent link: https://www.econbiz.de/10009776181
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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
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