Person:320312

Available identifiers

zbMath Open weiss.gregor-n-fMaRDI QIDQ320312

List of research outcomes

Publication	Date of Publication	Type
Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk	2021-06-02	Paper
A comparison of tail dependence estimators	2020-05-07	Paper
Testing Asymmetry in Dependence with Copula-Coskewness	2019-05-28	Paper
Smooth nonparametric Bernstein vine copulas	2018-11-19	Paper
Is Tail Risk Priced in Credit Default Swap Premia?	2018-11-09	Paper
Liquidity tail risk and credit default swap spreads	2018-05-17	Paper
An order of asymmetry in copulas, and implications for risk management	2016-10-06	Paper
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study	2015-01-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Gregor N. F. Weiß