The following pages link to Gregor N. F. Weiß (Q320312):
Displaying 9 items.
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- (Q2178098) (redirect page) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
