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Current working papers

  • M. Kaldorf, D. Wied. "Testing Constant Cross-Sectional Dependence With Time-Varying Marginal Distributions", version May 2020, supplementary material
  • T. Kutzker, N. Klein, D. Wied. "Specification Testing in Functional Quantile Regression Models with an Application to Income Differences in Germany", version May 2020
  • T. Kutzker, D. Wied. "Testing the Correct Specification of a Spatial Dependence Panel Model for Stock Returns", version May 2020
  • K. Pape, P. Galeano, D. Wied. "Sequential Detection of Parameter Changes in Dynamic Conditional Correlation Models", version May 2020
  • J. Reynolds, L. Sögner, M. Wagner, D. Wied. "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets", version November 2018
  • V. Troster, J. Penalva, A. Taamouti, D. Wied. "Cointegration, Information Transmission, and the Lead-Lag Effect between Industry Portfolios and the Stock Market", version December 2019
  • R. Weißbach, D. Wied. "Truncating the Exponential with a Uniform Distribution", version May 2020