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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of risk model validation"
~person:"Weiß, Gregor"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Finanzkrise
Prognoseverfahren
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Risk measure
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Weiß, Gregor
McNeil, Alexander J.
2
Wied, Dominik
2
Yang, Bill Huajian
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Banulescu, Georgiana-Denisa
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Daníelsson, Jón
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Fei, Glenn
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Journal of banking & finance
The journal of risk model validation
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Journal of banking and finance
1
Journal of empirical finance
1
Quantitative finance
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Review of quantitative finance and accounting
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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
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:
3
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:
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
Saved in:
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