| Testing for a change in correlation at an unknown point in time using an extended functional delta method D Wied, W Krämer, H Dehling Econometric Theory 28 (3), 570-589, 2012 | 130 | 2012 |
| Consistency of the kernel density estimator: a survey D Wied, R Weißbach Statistical Papers 53, 1-21, 2012 | 101 | 2012 |
| A new set of improved value-at-risk backtests D Ziggel, T Berens, GNF Weiß, D Wied Journal of Banking & Finance 48, 29-41, 2014 | 98 | 2014 |
| Misspecification testing in a class of conditional distributional models C Rothe, D Wied Journal of the American Statistical Association 108 (501), 314-324, 2013 | 87 | 2013 |
| Modeling different kinds of spatial dependence in stock returns M Arnold, S Stahlberg, D Wied Empirical Economics 44, 761-774, 2013 | 76 | 2013 |
| Detecting relevant changes in time series models H Dette, D Wied Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016 | 68 | 2016 |
| A new fluctuation test for constant variances with applications to finance D Wied, M Arnold, N Bissantz, D Ziggel Metrika 75, 1111-1127, 2012 | 52 | 2012 |
| Monitoring correlation change in a sequence of random variables D Wied, P Galeano Journal of Statistical Planning and Inference 143 (1), 186-196, 2013 | 51 | 2013 |
| Multiple break detection in the correlation structure of random variables P Galeano, D Wied Computational Statistics & Data Analysis 76, 262-282, 2014 | 50 | 2014 |
| A nonparametric test for a constant correlation matrix D Wied Econometric Reviews 36 (10), 1157-1172, 2017 | 48 | 2017 |
| Testing for changes in Kendall’s tau H Dehling, D Vogel, M Wendler, D Wied Econometric Theory 33 (6), 1352-1386, 2017 | 47 | 2017 |
| Nonparametric tests for constant tail dependence with an application to energy and finance A Bücher, S Jäschke, D Wied Journal of Econometrics 187 (1), 154-168, 2015 | 35 | 2015 |
| Evaluating value-at-risk forecasts: A new set of multivariate backtests D Wied, GNF Weiß, D Ziggel Journal of Banking & Finance 72, 121-132, 2016 | 32 | 2016 |
| A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution D Wied, H Dehling, M Van Kampen, D Vogel Computational Statistics & Data Analysis 76, 723-736, 2014 | 31 | 2014 |
| CUSUM‐type testing for changing parameters in a spatial autoregressive model for stock returns D Wied Journal of Time Series Analysis 34 (2), 221-229, 2013 | 29 | 2013 |
| On the application of new tests for structural changes on global minimum-variance portfolios D Wied, D Ziggel, T Berens Statistical Papers 54, 955-975, 2013 | 25 | 2013 |
| Monitoring multivariate variance changes K Pape, D Wied, P Galeano Journal of Empirical Finance 39, 54-68, 2016 | 23 | 2016 |
| Stochastische Prozesse K Webel, D Wied Springer Fachmedien Wiesbaden, 2016 | 23* | 2016 |
| Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? T Berens, GNF Weiß, D Wied Journal of Empirical Finance 32, 135-152, 2015 | 23 | 2015 |
| Testing for structural breaks in factor copula models H Manner, F Stark, D Wied Journal of Econometrics 208 (2), 324-345, 2019 | 22 | 2019 |
