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~person:"Bhattacharya, Debopam"
~person:"Wied, Dominik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Theorie
10
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7
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factor copula model
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Aufsatz in Zeitschrift
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Bhattacharya, Debopam
Wied, Dominik
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
21
McAleer, Michael
18
Mensi, Walid
18
Reboredo, Juan Carlos
18
Weiß, Gregor
17
Kim, Jong-Min
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Nguyen, Duc Khuong
15
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14
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13
Serletis, Apostolos
13
Ghorbel, Ahmed
12
Hafner, Christian M.
12
Bouri, Elie
11
DeSarbo, Wayne
11
Hamori, Shigeyuki
11
Härdle, Wolfgang
11
Kang, Sang Hoon
11
Manner, Hans
11
Shi, Peng
11
Gupta, Rangan
10
Hruschka, Harald
10
Okhrin, Ostap
10
Prokhorov, Artem
10
Uddin, Mohammed Gazi Salah
10
Wu, Ximing
10
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10
Zimmer, David M.
10
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9
Czado, Claudia
9
Gil-Alaña, Luis A.
9
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9
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9
Righi, Marcelo Brutti
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9
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9
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Journal of econometrics
4
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
14
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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
Model and moment selection in factor copula models
Duan, Fang
;
Manner, Hans
;
Wied, Dominik
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012878186
Saved in:
3
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:
4
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:
5
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:
6
Monitoring
multivariate
variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
7
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:
8
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
Saved in:
9
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:
10
Detecting structural changes in large portfolios
Posch, Peter N.
;
Ullmann, Daniel
;
Wied, Dominik
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1341-1357
Persistent link: https://www.econbiz.de/10012052192
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