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~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~person:"Weiß, Gregor"
~subject:"Börsenkurs"
~subject:"Risikomaß"
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Weiß, Gregor
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Finance research letters
Journal of banking & finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Journal of banking and finance
1
Review of quantitative finance and accounting
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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:
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
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