Dominik Wied

Dominik Wied is a Professor of Statistics and Econometrics at the Faculty of Management, Economics and Social Sciences at the University of Cologne. Previously, he held positions as Assistant Professor (2011–2016) and Visiting Professor (2015–2016) at TU Dortmund. His research focuses on Financial Econometrics, Structural Breaks, and Microeconometrics, with applications in portfolio management and risk assessment.

• Education: Diploma in Statistics (TU Dortmund, 2008), Ph.D. in Statistics (TU Dortmund, 2009).
• Affiliations: Institute for Statistics and Econometrics (University of Cologne), ECONtribute Cluster of Excellence (Markets & Public Policy).

His recent publications emphasize conditional distribution modeling, structural break detection, and copula-based dependence analysis, particularly in financial and economic contexts. He has contributed to advanced statistical methodologies in time series and spatial modeling, including applications to banking risk assessment and health insurance data.

Notable trends in his work include:

• Developing robust tests for nonlinear endogeneity corrections and quantile regression stability.
• Advancing factor copula models with exogenous covariates for financial dependence structures.
• Improving spatial dependence and time series cointegration monitoring techniques.

Contact: dwied@uni-koeln.de | Phone: +49 221 470 4514