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Gregor N.F. Weiß
Gregor N.F. Weiß
Professor of Finance, University of Leipzig
Verified email at wifa.uni-leipzig.de - Homepage
Title
Cited by
Cited by
Year
Systemic risk and bank consolidation: International evidence
GNF Weiß, S Neumann, D Bostandzic
Journal of Banking & Finance 40, 165-181, 2014
1422014
What factors drive systemic risk during international financial crises?
GNF Weiß, D Bostandzic, S Neumann
Journal of Banking & Finance 41, 78-96, 2014
1312014
Why do some banks contribute more to global systemic risk?
D Bostandzic, GNF Weiss
Journal of Financial Intermediation 35, 17-40, 2018
1052018
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
GNF Weiß, H Supper
Journal of Banking & Finance 37 (9), 3334-3350, 2013
1022013
Systemic risk of insurers around the globe
C Bierth, F Irresberger, GNF Weiß
Journal of Banking & Finance 55, 232-245, 2015
882015
Why do some insurers become systemically relevant?
GNF Weiß, J Mühlnickel
Journal of Financial Stability 13, 95-117, 2014
882014
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
G Weiß
Computational Statistics 26 (1), 31-54, 2011
86*2011
Mitigating adverse selection in p2p lending–Empirical evidence from prosper. com
GNF Weiss, K Pelger, A Horsch
Available at SSRN 1650774, 2010
852010
A new set of improved value-at-risk backtests
D Ziggel, T Berens, GNF Weiß, D Wied
Journal of Banking & Finance 48, 29-41, 2014
792014
A new set of improved value-at-risk backtests
D Ziggel, T Berens, GNF Weiß, D Wied
Journal of Banking & Finance 48, 29-41, 2014
792014
Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
GNF Weiß
Review of Quantitative Finance and Accounting 41 (2), 179-202, 2013
612013
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
G Weiß
Computational Statistics 26 (1), 31-54, 2011
592011
Consolidation and systemic risk in the international insurance industry
J Mühlnickel, GNF Weiß
Journal of Financial Stability 18, 187-202, 2015
562015
Explaining bank stock performance with crisis sentiment
F Irresberger, J Mühlnickel, GNF Weiß
Journal of Banking & Finance 59, 311-329, 2015
442015
Is tail risk priced in credit default swap premia?
C Meine, H Supper, GNF Weiß
Review of Finance 20 (1), 287-336, 2016
402016
Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
GNF Weiß
The Quarterly Review of Economics and Finance 51 (2), 173-188, 2011
372011
Copula parameter estimation–numerical considerations and implications for risk management
GNF Weiss
Journal of Risk 13 (1), 17-53, 2010
312010
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
KF Siburg, P Stoimenov, GNF Weiß
Journal of Banking & Finance 54, 129-140, 2015
282015
Mixture pair-copula-constructions
GNF Weiß, M Scheffer
Journal of Banking & Finance 54, 175-191, 2015
272015
Evaluating value-at-risk forecasts: A new set of multivariate backtests
D Wied, GNF Weiß, D Ziggel
Journal of Banking & Finance 72, 121-132, 2016
222016
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