Folgen
Gregor N.F. Weiß
Gregor N.F. Weiß
Professor of Finance, University of Leipzig
Bestätigte E-Mail-Adresse bei wifa.uni-leipzig.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
What factors drive systemic risk during international financial crises?
GNF Weiß, D Bostandzic, S Neumann
Journal of Banking & Finance 41, 78-96, 2014
1472014
Systemic risk and bank consolidation: International evidence
GNF Weiß, S Neumann, D Bostandzic
Journal of Banking & Finance 40, 165-181, 2014
1372014
Why do some banks contribute more to global systemic risk?
D Bostandzic, GNF Weiss
Journal of Financial Intermediation 35, 17-40, 2018
1002018
Forecasting liquidity-adjusted intraday value-at-risk with vine copulas
GNF Weiß, H Supper
Journal of Banking & Finance 37 (9), 3334-3350, 2013
962013
Why do some insurers become systemically relevant?
GNF Weiß, J Mühlnickel
Journal of Financial Stability 13, 95-117, 2014
862014
Systemic risk of insurers around the globe
C Bierth, F Irresberger, GNF Weiß
Journal of Banking & Finance 55, 232-245, 2015
852015
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
G Weiß
Computational Statistics 26 (1), 31-54, 2011
81*2011
Mitigating adverse selection in p2p lending–Empirical evidence from prosper. com
GNF Weiss, K Pelger, A Horsch
Available at SSRN 1650774, 2010
812010
A new set of improved Value-at-Risk backtests
D Ziggel, T Berens, GNF Weiß, D Wied
Journal of Banking & Finance 48, 29-41, 2014
772014
A new set of improved Value-at-Risk backtests
D Ziggel, T Berens, GNF Weiß, D Wied
Journal of Banking & Finance 48, 29-41, 2014
772014
Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
GNF Weiß
Review of Quantitative Finance and Accounting 41 (2), 179-202, 2013
592013
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
G Weiß
Computational Statistics 26 (1), 31-54, 2011
552011
Consolidation and systemic risk in the international insurance industry
J Mühlnickel, GNF Weiß
Journal of Financial Stability 18, 187-202, 2015
542015
Explaining bank stock performance with crisis sentiment
F Irresberger, J Mühlnickel, GNF Weiß
Journal of Banking & Finance 59, 311-329, 2015
442015
Is tail risk priced in credit default swap premia?
C Meine, H Supper, GNF Weiß
Review of Finance 20 (1), 287-336, 2016
372016
Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
GNF Weiß
The Quarterly Review of Economics and Finance 51 (2), 173-188, 2011
362011
Copula parameter estimation–numerical considerations and implications for risk management
GNF Weiss
Journal of Risk 13 (1), 17-53, 2010
312010
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
KF Siburg, P Stoimenov, GNF Weiß
Journal of Banking & Finance 54, 129-140, 2015
282015
Mixture pair-copula-constructions
GNF Weiß, M Scheffer
Journal of Banking & Finance 54, 175-191, 2015
272015
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?
T Berens, GNF Weiß, D Wied
Journal of Empirical Finance 32, 135-152, 2015
212015
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20