Gregor N. F. Weiss

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Gregor N. F. Weiss trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. G. Karolyi
  2. Kuan-Hui Lee
  3. Andréas Heinen
  4. Tim Bedford
  5. Aleksey Min
  6. Mathijs A. Van Dijk
  7. Torben G. Andersen
  8. Kjersti Aas
  9. Y. Amihud

Who trusts Gregor N. F. Weiss overall

  1. Kjersti Aas

Papers from Gregor N. F. Weiss's perspective

Ordered by how strongly the researchers Gregor N. F. Weiss trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Understanding Commonality in Liquidity Around the World
  2. Pair-copula constructions of multiple dependence
  3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  4. Generalized autoregressive conditional heteroskedasticity
  5. The t Copula and Related Copulas
  6. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  7. Market liquidity and funding liquidity
  8. Individual Equity Return Data from Thomson Datastream: Handle with Care!
  9. Pricing the commonality across alternative measures of liquidity
  10. Vines: A new graphical model for dependent random variables

Their papers