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Nachhaltigkeitsrisiken in der Finanzwirtschaft: ESG-Regulierung und Umsetzung

1, 2023

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Systemic risk of insurers around the globe

Journal of banking & finance, 2015-06, Vol.55, p.232-245

2015

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A new set of improved Value-at-Risk backtests

Journal of banking & finance, 2014-11, Vol.48, p.29-41

2014

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Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas

Journal of banking & finance, 2013-09, Vol.37 (9), p.3334-3350

2013

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Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates

Journal of banking & finance, 2015-05, Vol.54, p.129-140

2015

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Systemic risk and bank consolidation: International evidence

Journal of banking & finance, 2014-03, Vol.40, p.165-181

2014

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Why do some banks contribute more to global systemic risk?

Journal of financial intermediation, 2018-07, Vol.35, p.17-40

2018

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Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy

Review of quantitative finance and accounting, 2013-08, Vol.41 (2), p.179-202

Weiß, Gregor N. F.

2013

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Mixture pair-copula-constructions

Journal of banking & finance, 2015-05, Vol.54, p.175-191

2015

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Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?

Journal of banking & finance, 2024-01, Vol.158, p.107035, Article 107035

2024

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A comparison of tail dependence estimators

European journal of operational research, 2020-07, Vol.284 (2), p.728-742

2020

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N-Glycosylation Enhances Conformational Flexibility of Protein Disulfide Isomerase Revealed by Microsecond Molecular Dynamics and Markov State Modeling

The journal of physical chemistry. B, 2021-08, Vol.125 (33), p.9467-9479

2021

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Evaluating Value-at-Risk forecasts: A new set of multivariate backtests

Journal of banking & finance, 2016-11, Vol.72, p.121-132

2016

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Volume-scaled common nearest neighbor clustering algorithm with free-energy hierarchy

The Journal of chemical physics, 2021-02, Vol.154 (8), p.084106-084106

2021

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SepN is a septal junction component required for gated cell-cell communication in the filamentous cyanobacterium Nostoc

Nature communications, 2022-12, Vol.13 (1), p.7486-7486

2022

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Explaining bank stock performance with crisis sentiment

Journal of banking & finance, 2015-10, Vol.59, p.311-329

2015

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Structure and Function of a Bacterial Gap Junction Analog

Cell, 2019-07, Vol.178 (2), p.374-384.e15

2019

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Connecting dynamic reweighting Algorithms: Derivation of the dynamic reweighting family tree

The Journal of chemical physics, 2020-12, Vol.153 (23), p.234106-234106

2020

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In situ architecture, function, and evolution of a contractile injection system

Science (American Association for the Advancement of Science), 2017-08, Vol.357 (6352), p.713-717

2017

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Architecture and function of human uromodulin filaments in urinary tract infections

Science (American Association for the Advancement of Science), 2020-08, Vol.369 (6506), p.1005-1010

2020

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Liquidity tail risk and credit default swap spreads

European journal of operational research, 2018-09, Vol.269 (3), p.1137-1153

2018

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Marine Tubeworm Metamorphosis Induced by Arrays of Bacterial Phage Tail–Like Structures

Science (American Association for the Advancement of Science), 2014-01, Vol.343 (6170), p.529-533

2014

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Extreme dependence in investor attention and stock returns - consequences for forecasting stock returns and measuring systemic risk

Quantitative finance, 2020-03, Vol.20 (3), p.425-446

2020

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Confined Water Determines Transport Properties of Guest Molecules in Narrow Pores

ACS nano, 2016-08, Vol.10 (8), p.7646-7656

2016

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Is Tail Risk Priced in Credit Default Swap Premia?

Review of Finance, 2016-03, Vol.20 (1), p.287-336

2016

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Nachhaltigkeitsrisiken in der Finanzwirtschaft: ESG-Regulierung und Umsetzung

Systemic risk of insurers around the globe

A new set of improved Value-at-Risk backtests

Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates

Systemic risk and bank consolidation: International evidence

Why do some banks contribute more to global systemic risk?

Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy

Mixture pair-copula-constructions

Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?

A comparison of tail dependence estimators

N-Glycosylation Enhances Conformational Flexibility of Protein Disulfide Isomerase Revealed by Microsecond Molecular Dynamics and Markov State Modeling

Evaluating Value-at-Risk forecasts: A new set of multivariate backtests

Volume-scaled common nearest neighbor clustering algorithm with free-energy hierarchy

SepN is a septal junction component required for gated cell-cell communication in the filamentous cyanobacterium Nostoc

Explaining bank stock performance with crisis sentiment

Structure and Function of a Bacterial Gap Junction Analog

Connecting dynamic reweighting Algorithms: Derivation of the dynamic reweighting family tree

In situ architecture, function, and evolution of a contractile injection system

Architecture and function of human uromodulin filaments in urinary tract infections

Liquidity tail risk and credit default swap spreads

Marine Tubeworm Metamorphosis Induced by Arrays of Bacterial Phage Tail–Like Structures

Extreme dependence in investor attention and stock returns - consequences for forecasting stock returns and measuring systemic risk

Confined Water Determines Transport Properties of Guest Molecules in Narrow Pores

Is Tail Risk Priced in Credit Default Swap Premia?

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