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Irresberger, Felix Bostandzic, Denefa Wied, Dominik Berens, Tobias Supper, Hendrik Ziggel, Daniel Meine, Christian Siburg, Karl Friedrich Mühlnickel, Janina Neumann, Sascha Scheffer, Marcus Supper, Hendrik Stoimenov, Pavel Bierth, Christopher Horsch, Andreas Paul, Stephan Uhde, André Strothmann, Christopher Fritzsch, Simon Muhlnickel, Janina Bierth, Christopher Stehling, Katharina Siburg, Karl Scheffer, Marcus Juelsrud, Ragnar Enger Bücher, Axel Pelster, Matthias Gabrysch, Sandra Gabrysch, Janet Kaltofen, Daniel Stoimenov, Pavel A. Bartl, Jonas Trapp, Rouven Wahl, Jack E. Lehner, Franz Yang, Ruomei Witt, Alexander König, Fee Elisabeth Scharner, Philipp Frericks, Sebastian Linnemann, Ludger Berry-Stölzle, Thomas Buchmüller, Patrik Timphus, Maike Bostandzic, Denefa König, Fee Laitenberger, Jörg Krause, Jakob Heller-Herold, Gina Sperger, Eva-Maria All co-authors dependence systemic tail financial crisis insurers stock finanzkrise value systemrisiko risikomaß cds empirical risikomanagement forecasting tests study prognoseverfahren evidence returns market models default spreads sentiment new results parametric model insurance var sample international data significantly contribution versicherung multivariate credit performance portfolio stocks measures higher bankrisiko management bank testing sector backtests börsenkurs non using goodness estimation use based bankenregulierung
Composed systemic risk financial crisis multivariate distribution multivariate verteilung value risk risk measure risk management forecasting model crisis sentiment stock returns default swap bank regulation bank risk credit default stock performance statistische verteilung statistical distribution share price statistischer test statistical test credit derivative banking crisis parametric copula time series analysis portfolio management portfolio selection capital income tail dependence bank stock new set financial crises goodness fit risk model risk premium monte carlo simulation arch modell arch model cds spreads fit tests empirical study dependence structure bid ask credit risk estimation theory capital requirements liquidity tail insurance sector implications risk lower tail risk priced swap premia risk international liquidity adjusted adjusted intraday empirical evidence insurance industry bank solvency copula models significantly better expected shortfall recent financial maximum likelihood parametric copulas simulation study insurers systemic ask spreads optimal parametric basler akkord basel accord behavioural finance capital market returns
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Gregor Weiß Prof. Dr. rer. oec. Alternative spellings: Gregor N. F. Weiß B: 1981 Unna Biblio: Promotionsort: Univ. Bochum, Diss. Fachbereich Wirtschaftswissenschaften; Diplom-Kaufmann (M.Sc. equiv., Business Administration), Universität Passau, 2006; Bachelor of Science (Management Information Systems), FernUniversität Hagen, 2009
Profession Mathematiker Economist Kaufmann
Affiliations Universität Leipzig. Wirtschaftswissenschaftliche Fakultät Technische Universität Dortmund. Professur Finance
Q115253728
Publishing years Series Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 (7) Lehrbuch (2) BestMasters (2) Leeds University Business School Working Paper (1) 22nd Australasian Finance and Banking Conference 2009 (1) Schriftenreihe Wirtschaftsinformatik : Diskussionsbeitrag ... (1) 
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