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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"Theory"
~subject:"structural breaks"
~type_genre:"Arbeitspapier"
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structural breaks
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
CESifo working papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Detecting relevant changes in time series models
Dette, Holger
;
Wied, Dominik
-
2014
Persistent link: https://www.econbiz.de/10010347323
Saved in:
2
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
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
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:
5
A fluctuation test for constant correlation
Wied, Dominik
;
Arnold, Matthias
-
2009
Persistent link: https://www.econbiz.de/10008811389
Saved in:
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