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~person:"Weiß, Gregor"
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Weiß, Gregor
Ziggel, Daniel
42
Wied, Dominik
19
Berens, Tobias
11
Bissantz, Nicolai
10
Podolskij, Mark
5
Arnold, Matthias
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Dette, Holger
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Steinorth, Verena
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Armbruester, Christian
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Löser, Robert
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Theising, Etienne
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Weiss, Gregor N. F.
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DETTE, HOLGER
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Weiß, Gregor N.F.
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Weiß, Gregory N. F.
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ZIGGEL, DANIEL
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Journal of banking & finance
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Brennpunkt Risikomanagement und Regulierung
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ECONIS (ZBW)
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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:
2
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:
3
Value-at-Risk im Risikomanagement : der unevaluierte Standard
Ziggel, Daniel
;
Berens, Tobias
;
Wied, Dominik
;
Weiß, Gregor
- In:
Brennpunkt Risikomanagement und Regulierung
,
(pp. 167-175)
.
2015
Persistent link: https://www.econbiz.de/10010503304
Saved in:
4
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:
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