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Number of items: 4.

Journal Article

Troster, Victor, Penalva, Jose ORCID: 0000-0002-1793-9642, Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 and Wied, Dominik ORCID: 0000-0003-4252-2918 (2021). Cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market. J. Forecast., 40 (7). S. 1291 - 1310. HOBOKEN: WILEY. ISSN 1099-131X

Kutzker, Tim, Stark, Florian ORCID: 0000-0001-7419-6702 and Wied, Dominik ORCID: 0000-0003-4252-2918 (2021). Testing for relevant dependence change in financial data: a CUSUM copula approach. Empir. Econ., 60 (4). S. 1875 - 1895. HEIDELBERG: PHYSICA-VERLAG GMBH & CO. ISSN 1435-8921

Manner, Hans, Stark, Florian and Wied, Dominik ORCID: 0000-0003-4252-2918 (2021). A monitoring procedure for detecting structural breaks in factor copula models. Stud. Nonlinear Dyn. Econom., 25 (4). S. 171 - 193. BERLIN: WALTER DE GRUYTER GMBH. ISSN 1558-3708

Weissbach, Rafael and Wied, Dominik ORCID: 0000-0003-4252-2918 . Truncating the exponential with a uniform distribution. Stat. Pap.. NEW YORK: SPRINGER. ISSN 1613-9798

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