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~person:"Miller, Douglas Lee"
~person:"Wied, Dominik"
~subject:"Theorie"
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Search: subject:"Multivariate"
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Theorie
Theory
22
Cluster analysis
12
Clusteranalyse
12
Induktive Statistik
10
Multivariate Verteilung
10
Multivariate distribution
10
Statistical inference
10
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9
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8
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8
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8
Time series analysis
8
Risikomaß
7
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7
Robust statistics
7
Robustes Verfahren
7
Strukturbruch
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Multivariate Analyse
5
Multivariate analysis
5
Forecasting model
4
Method of moments
4
Momentenmethode
4
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4
Statistical distribution
4
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Least squares method
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English
22
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Miller, Douglas Lee
Wied, Dominik
Okhrin, Ostap
38
Härdle, Wolfgang
29
Koopman, Siem Jan
27
Herwartz, Helmut
22
Weihs, Claus
22
Lucas, André
19
Hafner, Christian M.
17
Furman, Edward
16
Hallin, Marc
15
Schmid, Wolfgang
15
Domański, Czesław
14
Hildebrandt, Lutz
14
Smith, Michael S.
14
Backhaus, Klaus
13
Manner, Hans
13
Asai, Manabu
11
Croux, Christophe
11
Einmahl, John H. J.
11
Greenacre, Michael J.
11
Hautsch, Nikolaus
11
Landsman, Zinoviy
11
McAleer, Michael
11
Patton, Andrew J.
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Su, Jianxi
11
Brooks, Chris
10
Cameron, Adrian Colin
10
Cossette, Hélène
10
Creal, Drew
10
DeSarbo, Wayne S.
10
Diks, Cees G. H.
10
Erichson, Bernd
10
Fengler, Matthias R.
10
Gelbach, Jonah B.
10
Hruschka, Harald
10
Kohn, Robert
10
Okhrin, Yarema
10
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Working papers / Department of Economics
4
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
Technical working paper / National Bureau of Economic Research
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of empirical economics and finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of human resources : JHR
1
Journal of risk
1
The review of economics and statistics
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ECONIS (ZBW)
22
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22
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1
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:
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 fluctuation test for constant Spearman’s rho
Wied, Dominik
;
Dehling, Herold
;
Kampen, Maarten van
; …
-
2011
Persistent link: https://www.econbiz.de/10009155239
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
Evaluating Value-at-Risk Forecasts : A New Set of
Multivariate
Backtests
Wied, Dominik
-
2015
We propose two new tests for detecting clustering in
multivariate
Value-at-Risk (VaR) forecasts. First, we consider … test of unconditional coverage to yield two new backtests of
multivariate
conditional coverage. In all cases, a bootstrap …
Persistent link: https://www.econbiz.de/10013024527
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
-
2013
Persistent link: https://www.econbiz.de/10009793510
Saved in:
10
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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