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~subject:"Prognoseverfahren"
~person:"Weiß, Gregor"
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Prognoseverfahren
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16
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16
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10
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6
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6
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6
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Weiß, Gregor
McAleer, Michael
40
Pérez Amaral, Teodosio
15
Jiménez-Martín, Juan-Ángel
12
Dionne, Georges
10
Gerlach, Richard
10
Wied, Dominik
10
Chlebus, Marcin
9
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9
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9
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9
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9
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9
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9
Allen, David E.
8
Asai, Manabu
8
Caporin, Massimiliano
8
Chen, Cathy W. S.
8
Dimitriadis, Timo
8
Hoogerheide, Lennart
8
Ardia, David
7
Berens, Tobias
7
Degiannakis, Stavros
7
Dijk, Herman K. van
7
Trojani, Fabio
7
Wang, Chao
7
Ziggel, Daniel
7
Carriero, Andrea
6
Clark, Todd E.
6
Degiannakis, Stavros Antonios
6
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6
Gupta, Rangan
6
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6
Marcellino, Massimiliano
6
McNeil, Alexander J.
6
Mittnik, Stefan
6
Patton, Andrew J.
6
Rossi, Barbara
6
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6
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
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3
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1
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1
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ECONIS (ZBW)
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1
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
2
Extreme dependence in investor attention and stock returns : consequences for forecasting stock returns and measuring systemic risk
Scheffer, Marcus
;
Weiß, Gregor
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 425-446
Persistent link: https://www.econbiz.de/10012194900
Saved in:
3
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009776165
Saved in:
4
A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793506
Saved in:
5
Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
-
2012
Persistent link: https://www.econbiz.de/10009507223
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:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
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:
9
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
10
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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