Dominik Wied

Dominik Wied

Universität zu Köln - Köln / Germany
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1789016
University of Cologne
person_outline Dominik Wied's MOST POPULAR ARTICLES
1-) Testing for a change in correlation at an unknown point in time using an extended functional delta methodD Wied, W Krämer, H DehlingEconometric Theory 28 (3), 570-589, 20121212012
2-) Consistency of the kernel density estimator: a surveyD Wied, R WeißbachStatistical Papers 53, 1-21, 20121002012
3-) A new set of improved value-at-risk backtestsD Ziggel, T Berens, GNF Weiß, D WiedJournal of Banking & Finance 48, 29-41, 2014992014
4-) Misspecification testing in a class of conditional distributional modelsC Rothe, D WiedJournal of the American Statistical Association 108 (501), 314-324, 2013892013
5-) Modeling different kinds of spatial dependence in stock returnsM Arnold, S Stahlberg, D WiedEmpirical Economics 44, 761-774, 2013772013