Concepedia

Daniel Ziggel

DZ

5

Publications

212

Citations

5

H-Index

2009

Active since

Affiliations

TU Dortmund University(Current)

Sasol (Germany)

Ruhr University Bochum

FOM University of Applied Sciences for Economics and Management

Daniel Ziggel is an author at TU Dortmund University specializing in statistics, finance, and asset pricing.

Top concepts

StatisticsFinanceBusinessManagementEngineeringEconometricsAsset PricingRisk ManagementEconomicsForecasting

Publications per year

2009–2016

5

Publications

5

New tests for jumps in semimartingale models

Mark Podolskij, Daniel Ziggel · Statistical Inference for Stochastic Processes · 2009 · 67 citations

New Tests, Stochastic Calculus, Stochastic Dynamical System +2

A new set of improved Value-at-Risk backtests

Daniel Ziggel, Tobias Berens, Gregor Weiß et al. · Journal of Banking & Finance · 2014 · 64 citations

Engineering, Backtesting, Risk Model Validation +5

A new fluctuation test for constant variances with applications to finance

Dominik Wied, Matthias Arnold, Nicolai Bissantz et al. · Metrika · 2011 · 34 citations

Empirical Finance, Volatility Modeling, Constant Variances +9

Evaluating Value-at-Risk forecasts: A new set of multivariate backtests

Dominik Wied, Gregor Weiß, Daniel Ziggel · Journal of Banking & Finance · 2016 · 27 citations

Engineering, Backtesting, Risk Model Validation +7

On the application of new tests for structural changes on global minimum-variance portfolios

Dominik Wied, Daniel Ziggel, Tobias Berens · Statistical Papers · 2013 · 20 citations

Economics, Portfolio Optimization, Financial Economics +14

Rows per page

1–5 of 5