Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Copula parameter estimation :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
Financial crisis
17
Finanzkrise
17
Risk measure
16
Multivariate Verteilung
15
Multivariate distribution
15
Risk management
15
Theorie
15
Theory
15
Risikomanagement
14
Systemic risk
14
Systemrisiko
12
Forecasting model
10
Prognoseverfahren
10
Welt
9
World
9
Bankenkrise
8
Banking crisis
8
Insurance
8
Time series analysis
8
Zeitreihenanalyse
8
Bank
7
Statistical distribution
7
Statistische Verteilung
7
Versicherung
7
Bank regulation
6
Bankenregulierung
6
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Tail dependence
6
ARCH model
5
ARCH-Modell
5
Anlageverhalten
5
Bank risk
5
Bankrisiko
5
Behavioural finance
5
Copulas
5
Estimation
5
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
12
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
Hochschulschrift
1
more ...
less ...
Language
All
English
14
German
2
Author
All
Weiß, Gregor
16
Wied, Dominik
6
Berens, Tobias
5
Ziggel, Daniel
4
Bostandzic, Denefa
2
Supper, Hendrik
2
Bierth, Christopher
1
Fritzsch, Simon
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Irresberger, Felix
1
Neumann, Sascha
1
Scheffer, Marcus
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Timphus, Maike
1
more ...
less ...
Published in...
All
Journal of banking & finance
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Brennpunkt Risikomanagement und Regulierung
1
European journal of operational research : EJOR
1
Journal of banking and finance
1
Journal of empirical finance
1
Kredit und Kapital
1
Quantitative finance
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
2
Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
Weiß, Gregor
- In:
Kredit und Kapital
44
(
2011
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10009504812
Saved in:
3
Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
-
2012
Persistent link: https://www.econbiz.de/10009507223
Saved in:
4
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
5
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:
6
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:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
Systemic risk and bank consolidation : international evidence
Weiß, Gregor
;
Neumann, Sascha
;
Bostandzic, Denefa
- In:
Journal of banking & finance
40
(
2014
),
pp. 165-181
Persistent link: https://www.econbiz.de/10010402243
Saved in:
9
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:
10
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009776165
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
