| 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 | 99 | 2014 |
| New tests for jumps in semimartingale models M Podolskij, D Ziggel Statistical inference for stochastic processes 13, 15-41, 2010 | 81 | 2010 |
| 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 |
| 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 |
| 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 |
| New backtests for unconditional coverage of expected shortfall R Löser, D Wied, D Ziggel Journal of Risk 21 (4), 1-21, 2018 | 20 | 2018 |
| Stabilität von diversifikationseffekten im Markowitz-Modell N Bissantz, V Steinorth, D Ziggel AStA Wirtschafts-und Sozialstatistisches Archiv 5 (2), 145-157, 2011 | 15* | 2011 |
| Bootstrapping bipower variation M Podolskij, D Ziggel Economics papers, Ruhr-University Bochum, 2007 | 12 | 2007 |
| Constructing a passive global stock market portfolio from a multigenerational family office perspective D Ziggel, C Armbruester The Journal of Wealth Management 19 (2), 89-99, 2016 | 9 | 2016 |
| A range-based test for the parametric form of the volatility in diffusion models M Podolskij, D Ziggel CREATES Research Paper 22, 2008 | 9 | 2008 |
| An innovative risk management methodology for trading equity indices based on change points J Gösmann, D Ziggel Journal of Asset Management 19, 99-109, 2018 | 6 | 2018 |
| Spatial orientation of the Philippine bent-toed gecko (Cyrtodactylus philippinicus) in relation to its home range C Marek, N Bissantz, E Curio, A Siegert, B Tacud, D Ziggel Salamandra 46, 93-97, 2010 | 6 | 2010 |
| Estimation Window Strategies for Value-at-Risk and Expected Shortfall Forecasting T Berens, GNF Weiss, D Ziggel Journal of Risk 20 (5), 33-82, 2018 | 5 | 2018 |
| Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen D Wied, M Arnold, N Bissantz, D Ziggel AStA Wirtschafts-und Sozialstatistisches Archiv 6 (3-4), 87-103, 2013 | 5* | 2013 |
| An empirical study of correlation and volatility changes of stock indices and their impact on risk figures D Ziggel, N Bissantz, K Bissantz Acta Universitatis Danubius. Œconomica 7 (4), 2011 | 5 | 2011 |
| Automated Portfolio Optimization Based on a New Test for Structural Breaks T Berens, D Wied, D Ziggel Acta Universitatis Danubius. Œconomica 10 (2), 2014 | 2 | 2014 |
| Reference class selection in similarity‐based forecasting of corporate sales growth E Theising, D Wied, D Ziggel Journal of Forecasting, 2022 | 1 | 2022 |
| Discount curve estimation by monotonizing McCulloch Splines H Dette, D Ziggel International Journal of Theoretical and Applied Finance 11 (05), 529-544, 2008 | 1 | 2008 |
| Private Lending as a Source of Fixed-Income Yields D Ziggel, C Armbruester, J Gösmann, T Tardif The Journal of Wealth Management 20 (3), 33-44, 2017 | | 2017 |
| Practical Applications of Constructing a Passive Global Stock Market Portfolio from a Multigenerational Family Office Perspective D Ziggel, C Armbruester Practical Applications 4 (3), 1-4, 2017 | | 2017 |
