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isPartOf:"Journal of banking & finance"
subject:"Agency theory"
~person:"Allen, Linda"
~person:"Weiß, Gregor"
~subject:"Risk measure"
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Allen, Linda
Weiß, Gregor
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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
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2
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:
3
Cyclicality in catastrophic and operational risk measurements
Allen, Linda
;
Bali, Turan G.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
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