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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
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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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Einführung in die Peer-to-Peer-Technologie und ihr Einsatz für das E-Learning
Lehner, Franz; Sperger, Eva-Maria; Weiß, Gregor - 2005
Persistent link: https://www.econbiz.de/10003142068
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Do CDS spreads move with commonality in liquidity?
Meine, Christian; Supper, Hendrik; Weiß, Gregor - In: Review of derivatives research 18 (2015) 3, pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
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An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich; Stehling, Katharina; Stoimenov, … - In: Insurance / Mathematics & economics 68 (2016), pp. 241-247
Persistent link: https://www.econbiz.de/10011493850
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Unternehmerische Finanzierungspolitik : eine wertorientierte Einführung
Paul, Stephan; Horsch, Andreas; Kaltofen, Daniel; Uhde, … - 2017
Persistent link: https://www.econbiz.de/10011419708
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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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Downfall of large German listed companies : a two-dimensional analysis of failure factors
Frericks, Sebastian - 2019
Persistent link: https://www.econbiz.de/10011956563
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Consolidation and systemic risk in the international insurance industry
Mühlnickel, Janina; Weiß, Gregor - In: Journal of financial stability 18 (2015), pp. 187-202
Persistent link: https://www.econbiz.de/10011574146