Dominik Wied

Names

Identifer

Contact

Affiliations

• Universität zu Köln / Wirtschafts- und Sozialwissenschaftliche Fakultät
  • EDIRC entry
  • location:

Research profile

author of:

• Nonparametric tests for constant tail dependence with an application to energy and finance (RePEc:aiz:louvad:2013033)
  by Bucher, Axel & Jaschke, Stefan & Wied, Dominik
• Estimation and Inference in Factor Copula Models with Exogenous Covariates (RePEc:arx:papers:2107.03366)
  by Alexander Mayer & Dominik Wied
• Reference Class Selection in Similarity-Based Forecasting of Sales Growth (RePEc:arx:papers:2107.11133)
  by Etienne Theising & Dominik Wied & Daniel Ziggel
• Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations (RePEc:arx:papers:2207.09246)
  by Jorg Breitung & Alexander Mayer & Dominik Wied
• Semiparametric Distribution Regression with Instruments and Monotonicity (RePEc:arx:papers:2212.03704)
  by Dominik Wied
• Quantile Granger Causality in the Presence of Instability (RePEc:arx:papers:2402.09744)
  by Alexander Mayer & Dominik Wied & Victor Troster
• Detecting relevant changes in time series models (RePEc:bla:jorssb:v:78:y:2016:i:2:p:371-394)
  by Holger Dette & Dominik Wied
• CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (RePEc:bla:jtsera:v:34:y:2013:i:2:p:221-229)
  by Dominik Wied
• Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis (RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980)
  by Martin Wagner & Dominik Wied
• Improved GMM estimation of random effects panel data models with spatially correlated error components (RePEc:bla:presci:v:93:y:2014:i:1:p:77-99)
  by Matthias Arnold & Dominik Wied
• A monitoring procedure for detecting structural breaks in factor copula models (RePEc:bpj:sndecm:v:25:y:2021:i:4:p:171-192:n:1)
  by Manner Hans & Stark Florian & Wied Dominik
• Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (RePEc:bpj:sndecm:v:26:y:2022:i:1:p:1-24:n:5)
  by Kaldorf Matthias & Wied Dominik
• Testing For A Change In Correlation At An Unknown Point In Time Using An Extended Functional Delta Method (RePEc:cup:etheor:v:28:y:2012:i:03:p:570-589_00)
  by Wied, Dominik & Krämer, Walter & Dehling, Herold
• Testing For Changes In Kendall’S Tau (RePEc:cup:etheor:v:33:y:2017:i:06:p:1352-1386_00)
  by Dehling, Herold & Vogel, Daniel & Wendler, Martin & Wied, Dominik
• Automated Portfolio Optimization Based on a New Test for Structural Breaks (RePEc:dug:actaec:y:2014:i:2:p:243-264)
  by Tobias Berens & Dominik Wied & Daniel Ziggel
• Multiple break detection in the correlation structure of random variables (RePEc:eee:csdana:v:76:y:2014:i:c:p:262-282)
  by Galeano, Pedro & Wied, Dominik
• A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution (RePEc:eee:csdana:v:76:y:2014:i:c:p:723-736)
  by Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel
• Improved GMM estimation of the spatial autoregressive error model (RePEc:eee:ecolet:v:108:y:2010:i:1:p:65-68)
  by Arnold, Matthias & Wied, Dominik
• A simple and focused backtest of value at risk (RePEc:eee:ecolet:v:137:y:2015:i:c:p:29-31)
  by Krämer, Walter & Wied, Dominik
• Nonparametric tests for constant tail dependence with an application to energy and finance (RePEc:eee:econom:v:187:y:2015:i:1:p:154-168)
  by Bücher, Axel & Jäschke, Stefan & Wied, Dominik
• Testing for structural breaks in factor copula models (RePEc:eee:econom:v:208:y:2019:i:2:p:324-345)
  by Manner, Hans & Stark, Florian & Wied, Dominik
• Estimating derivatives of function-valued parameters in a class of moment condition models (RePEc:eee:econom:v:217:y:2020:i:1:p:1-19)
  by Rothe, Christoph & Wied, Dominik
• Estimation and inference in factor copula models with exogenous covariates (RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521)
  by Mayer, Alexander & Wied, Dominik
• Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? (RePEc:eee:empfin:v:32:y:2015:i:c:p:135-152)
  by Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
• Monitoring multivariate variance changes (RePEc:eee:empfin:v:39:y:2016:i:pa:p:54-68)
  by Pape, Katharina & Wied, Dominik & Galeano, Pedro
• A new set of improved Value-at-Risk backtests (RePEc:eee:jbfina:v:48:y:2014:i:c:p:29-41)
  by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
• Evaluating Value-at-Risk forecasts: A new set of multivariate backtests (RePEc:eee:jbfina:v:72:y:2016:i:c:p:121-132)
  by Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel
• Misspecification Testing in a Class of Conditional Distributional Models (RePEc:iza:izadps:dp6364)
  by Rothe, Christoph & Wied, Dominik
• Testing for constant correlation of filtered series under structural change (RePEc:oup:emjrnl:v:22:y:2019:i:1:p:10-33.)
  by Matei Demetrescu & Dominik Wied
• Model and Moment Selection in Factor Copula Models
  [Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings] (RePEc:oup:jfinec:v:20:y:2022:i:1:p:45-75.)
  by Fang Duan & Hans Manner & Dominik Wied
• Left-truncated health insurance claims data: theoretical review and empirical application (RePEc:spr:alstar:v:108:y:2024:i:1:d:10.1007_s10182-023-00471-1)
  by Rafael Weißbach & Achim Dörre & Dominik Wied & Gabriele Doblhammer & Anne Fink
• Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen (RePEc:spr:astaws:v:6:y:2013:i:3:p:87-103)
  by Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel
• Modeling different kinds of spatial dependence in stock returns (RePEc:spr:empeco:v:44:y:2013:i:2:p:761-774)
  by Matthias Arnold & Sebastian Stahlberg & Dominik Wied
• Spatial dependence in stock returns: local normalization and VaR forecasts (RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0947-6)
  by Thilo A. Schmitt & Rudi Schäfer & Dominik Wied & Thomas Guhr
• Detecting structural changes in large portfolios (RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1392-5)
  by Peter N. Posch & Daniel Ullmann & Dominik Wied
• Testing for relevant dependence change in financial data: a CUSUM copula approach (RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01811-4)
  by Tim Kutzker & Florian Stark & Dominik Wied
• A new fluctuation test for constant variances with applications to finance (RePEc:spr:metrik:v:75:y:2012:i:8:p:1111-1127)
  by Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel
• A residual-based multivariate constant correlation test (RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0675-y)
  by Fang Duan & Dominik Wied
• Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction (RePEc:spr:stpapr:v:52:y:2011:i:3:p:735-736)
  by Dominik Wied
• Consistency of the kernel density estimator: a survey (RePEc:spr:stpapr:v:53:y:2012:i:1:p:1-21)
  by Dominik Wied & Rafael Weißbach
• On the application of new tests for structural changes on global minimum-variance portfolios (RePEc:spr:stpapr:v:54:y:2013:i:4:p:955-975)
  by Dominik Wied & Daniel Ziggel & Tobias Berens
• J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition) (RePEc:spr:stpapr:v:57:y:2016:i:3:d:10.1007_s00362-015-0700-4)
  by Dominik Wied
• Truncating the exponential with a uniform distribution (RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01272-x)
  by Rafael Weißbach & Dominik Wied
• Dating multiple change points in the correlation matrix (RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3)
  by Pedro Galeano & Dominik Wied
• A nonparametric test for a constant correlation matrix (RePEc:taf:emetrv:v:36:y:2017:i:10:p:1157-1172)
  by Dominik Wied
• A specification test for dynamic conditional distribution models with function-valued parameters (RePEc:taf:emetrv:v:40:y:2021:i:2:p:109-127)
  by Victor Troster & Dominik Wied
• On- and offline detection of structural breaks in thermal spraying processes (RePEc:taf:japsta:v:41:y:2014:i:5:p:1073-1090)
  by Matthias Borowski & Nikolaus Rudak & Birger Hussong & Dominik Wied & Sonja Kuhnt & Wolfgang Tillmann
• Misspecification Testing in a Class of Conditional Distributional Models (RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324)
  by Christoph Rothe & Dominik Wied
• Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market (RePEc:wly:jforec:v:40:y:2021:i:7:p:1291-1309)
  by Victor Troster & José Penalva & Abderrahim Taamouti & Dominik Wied
• Reference class selection in similarity‐based forecasting of corporate sales growth (RePEc:wly:jforec:v:42:y:2023:i:5:p:1069-1085)
  by Etienne Theising & Dominik Wied & Daniel Ziggel
• Monitoring Stationarity and Cointegration (RePEc:zbw:vfsc14:100386)
  by Wagner, Martin & Wied, Dominik