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A simple and focused backtest of value at risk
Krämer, Walter; Wied, Dominik - In: Economics letters 137 (2015), pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
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A simple and focused backtest of value at risk
Krämer, Walter; Wied, Dominik - 2015
Persistent link: https://www.econbiz.de/10011326839
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Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2012) 3, pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
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Sequenzielle Erkennung von Strukturbrüchen in der Varianzstruktur von multivariaten Zeitreihen
Pape, Katharina - 2017
Persistent link: https://www.econbiz.de/10012795246