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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
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Are copula-GoF-tests of any practical use? : empirical evidence for stocks, commodities and fx futures
Weiß, Gregor - In: The quarterly review of economics and finance : journal … 51 (2011) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10009270151
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Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor - In: Journal of risk 13 (2010/11) 1, pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
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Spektrale Risikomaße
Weiß, Gregor - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 39 (2010) 8, pp. 406-408
Persistent link: https://www.econbiz.de/10003996220
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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
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Why do some insurers become systemically relevant?
Weiß, Gregor; Mühlnickel, Janina - In: Journal of financial stability 13 (2014), pp. 95-117
Persistent link: https://www.econbiz.de/10011288871
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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
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Mixture pair-copula-constructions
Weiß, Gregor; Scheffer, Marcus - In: Journal of banking & finance 54 (2015), pp. 175-191
Persistent link: https://www.econbiz.de/10011377813
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Systemic risk of insurers around the globe
Bierth, Christopher; Irresberger, Felix; Weiß, Gregor - In: Journal of banking & finance 55 (2015), pp. 232-245
Persistent link: https://www.econbiz.de/10011379097
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Mikrofinanzierung aus institutionenökonomischer Sicht
Horsch, Andreas; Weiß, Gregor - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 42 (2013) 9, pp. 485-489
Persistent link: https://www.econbiz.de/10009789991