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ECONIS (ZBW)
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Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
Saved in:
2
Explaining bank stock performance with crisis sentiment
Irresberger, Felix
;
Mühlnickel, Janina
;
Weiß, Gregor
- In:
Journal of banking & finance
59
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011544560
Saved in:
3
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
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4
An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich
;
Stehling, Katharina
;
Stoimenov, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 241-247
Persistent link: https://www.econbiz.de/10011493850
Saved in:
5
Size is everything : explaining SIFI designations
Irresberger, Felix
;
Bierth, Christopher
;
Weiß, Gregor
- In:
Review of financial economics : RFE
32
(
2017
),
pp. 7-19
Persistent link: https://www.econbiz.de/10011866250
Saved in:
6
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
7
Downfall of large German listed companies : a two-dimensional analysis of failure factors
Frericks, Sebastian
-
2019
Persistent link: https://www.econbiz.de/10011956563
Saved in:
8
Consolidation and systemic risk in the international insurance industry
Mühlnickel, Janina
;
Weiß, Gregor
- In:
Journal of financial stability
18
(
2015
),
pp. 187-202
Persistent link: https://www.econbiz.de/10011574146
Saved in:
9
Essays on univariate and multivariate modeling of financial market risks
Scheffer, Marcus
-
2015
Persistent link: https://www.econbiz.de/10011645859
Saved in:
10
Is tail risk priced in credit default swap premia?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 287-336
Persistent link: https://www.econbiz.de/10011590586
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