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~isPartOf:"Journal of banking & finance"
~isPartOf:"MPRA Paper"
~isPartOf:"Statistical Papers / Springer"
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~person:"Weiß, Gregor"
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Multivariate Verteilung
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Risk measure
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Weiß, Gregor
Masih, Mansur
4
Owyang, Michael T.
4
Panaretos, John
4
Bagshaw, Michael L.
3
Bersimis, Sotiris
3
Caporin, Massimiliano
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Francq, Christian
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Grydaki, Maria
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2
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Journal of banking & finance
MPRA Paper
Statistical Papers / Springer
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3
European journal of operational research : EJOR
2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
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:
2
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:
3
Mixture pair-copula-constructions
Weiß, Gregor
;
Scheffer, Marcus
- In:
Journal of banking & finance
54
(
2015
),
pp. 175-191
Persistent link: https://www.econbiz.de/10011377813
Saved in:
4
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
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