Gregor N. F. Weiß

Finance · 2013–2018

A researcher in the Science corpus: 2 papers; trusts 47 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 72 citations into it
• Economics and Econometrics — 45 citations into it
• Accounting — 30 citations into it
• Statistics and Probability — 7 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Gregor N. F. Weiß trusts overall

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

1. Daniel Berg
2. Carol Alexander
3. Christian Genest
4. Robert F. Engle
5. Kjersti Aas
6. Söhnke M. Bartram
7. Olivier De Jonghe
8. Holger Spamann
9. Elizabeth Sheedy
10. Bruno R'emillard

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. Goodness-of-fit tests for copulas: A review and a power study
2. Copula goodness-of-fit testing: an overview and power comparison
3. Corporate Governance and Risk Taking
4. Liquidity and Leverage
5. Testing the Gaussian copula hypothesis for financial assets dependences
6. How Does Capital Affect Bank Performance During Financial Crises
7. Understanding Commonality in Liquidity Around the World
8. Fonctions de repartition a n dimensions et leurs marges
9. Relationship Banking, Fragility, and the Asset-Liability Matching Problem
10. Bank Governance, Regulation, and Risk Taking

Their papers

• Why do some banks contribute more to global systemic risk? (2018) — 130 citations
• Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy (2013) — 54 citations