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~person:"Wied, Dominik"
~subject:"Schätzung"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Statistical distribution
Statistical test
11
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11
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5
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Aufsatz in Zeitschrift
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Wied, Dominik
Chang, Tsangyao
27
Su, Chi-Wei
8
Chang, Hsu-Ling
6
Lee, Chia-hao
6
Liu, Wen-chi
6
Bahmani-Oskooee, Mohsen
5
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4
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4
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4
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4
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4
Linton, Oliver
4
Sentana, Enrique
4
Shaikh, Azeem M.
4
Tzeng, Han-wen
4
White, Halbert
4
Aït-Sahalia, Yacine
3
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3
Chou, Ming Che
3
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3
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3
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3
Gutknecht, Daniel
3
Hadri, Kaddour
3
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3
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3
Kelejian, Harry H.
3
Kurozumi, Eiji
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Lan, Wei
3
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Econometric reviews
1
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1
Journal of econometrics
1
Journal of risk
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
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:
2
A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
Saved in:
3
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:
4
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:
5
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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