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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
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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
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A comparison of tail dependence estimators
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor - In: European journal of operational research : EJOR 284 (2020) 2, pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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Bank stock performance and bank regulation around the globe
Pelster, Matthias; Irresberger, Felix; Weiß, Gregor - In: The European journal of finance 24 (2018) 1/3, pp. 77-113
Persistent link: https://www.econbiz.de/10012244281
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Extreme dependence in investor attention and stock returns : consequences for forecasting stock returns and measuring systemic risk
Scheffer, Marcus; Weiß, Gregor - In: Quantitative finance 20 (2020) 3, pp. 425-446
Persistent link: https://www.econbiz.de/10012194900
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Derivatives usage, securitization, and the crash sensitivity of bank stocks
Trapp, Rouven; Weiß, Gregor - In: Journal of banking & finance 71 (2016), pp. 183-205
Persistent link: https://www.econbiz.de/10011635414