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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