//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~person:"Weiß, Gregor"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Application of multi factor ri...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
5
Risk measure
5
Forecasting model
3
Prognoseverfahren
3
Risikomanagement
3
Risk management
3
Value-at-Risk
3
ARCH model
2
ARCH-Modell
2
Bank
2
Börsenkurs
2
Financial crisis
2
Finanzkrise
2
Multivariate Verteilung
2
Multivariate distribution
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Systemic risk
2
Theorie
2
Theory
2
Ausreißer
1
Backtesting
1
Bank risk
1
Bankrisiko
1
Banks
1
Basel Accord
1
Basler Akkord
1
Canonical Maximum-Likelihood
1
Commonality
1
Consolidation
1
Copula
1
Derivat
1
Derivative
1
Derivatives
1
Equity tail risk
1
Estimation
1
Estimation theory
1
Liquidity
1
Liquidity-adjusted intraday Value-at-Risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Weiß, Gregor
Faff, Robert W.
6
Pérignon, Christophe
6
Daníelsson, Jón
5
Bali, Turan G.
4
Breuer, Thomas
4
Fiordelisi, Franco
4
McNeil, Alexander J.
4
Uryasev, Stan
4
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Brandtner, Mario
3
Dias, Alexandra
3
Embrechts, Paul
3
Fernando, Chitru S.
3
Gatzert, Nadine
3
Koedijk, Kees
3
Paterlini, Sandra
3
Skiadopoulos, George
3
Smith, Stephen Drew
3
Summer, Martin
3
Vanini, Paolo
3
Acerbi, Carlo
2
Adam, Tim
2
Allen, Franklin
2
Allen, Linda
2
Armstrong, John
2
Baele, Lieven
2
Barakat, Ahmed
2
Barone-Adesi, Giovanni
2
Berger, Allen N.
2
Bernard, Carole
2
Bhaumik, Sumon Kumar
2
Bonaccolto, Giovanni
2
Brigo, Damiano
2
Callen, Jeffrey L.
2
Campbell, Rachel
2
Carey, Mark S.
2
Chan, Kam Fong
2
Chen, Ren-Raw
2
more ...
less ...
Published in...
All
Journal of banking & finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Journal of financial stability
2
Brennpunkt Risikomanagement und Regulierung
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Journal of banking and finance
1
Journal of empirical finance
1
Journal of risk
1
Kredit und Kapital
1
Lehrbuch
1
Quantitative finance
1
Review of Quantitative Finance and Accounting
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Systemic
risk
and bank consolidation : international evidence
Weiß, Gregor
;
Neumann, Sascha
;
Bostandzic, Denefa
- In:
Journal of banking & finance
40
(
2014
),
pp. 165-181
Persistent link: https://www.econbiz.de/10010402243
Saved in:
2
A new set of improved Value-at-
Risk
backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
3
Derivatives usage, securitization, and the crash sensitivity of bank stocks
Trapp, Rouven
;
Weiß, Gregor
- In:
Journal of banking & finance
71
(
2016
),
pp. 183-205
Persistent link: https://www.econbiz.de/10011635414
Saved in:
4
Forecasting portfolio-Value-at-
Risk
with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
5
Forecasting liquidity-adjusted intraday Value-at-
Risk
with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
6
Evaluating Value-at-
Risk
forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->