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Weiß, Gregor N. F.

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Author ID: weiss.gregor-n-f Recent zbMATH articles by "Weiß, Gregor N. F."
Published as: Weiß, Gregor N. F.; Weiß, Gregor; Weiss, Gregor N. F.

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 25 times in 22 Documents Cited by Year
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. Zbl 1304.65089
Weiß, Gregor
6
2011
Smooth nonparametric Bernstein vine copulas. Zbl 1402.91731
Scheffer, Marcus; Weiß, Gregor N. F.
5
2017
Is tail risk priced in credit default swap premia? Zbl 1404.62108
Meine, Christian; Supper, Hendrik; Weiß, Gregor N. F.
4
2016
An order of asymmetry in copulas, and implications for risk management. Zbl 1373.62231
Siburg, Karl Friedrich; Stehling, Katharina; Stoimenov, Pavel A.; Weiß, Gregor N. F.
3
2016
Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F.
2
2017
Liquidity tail risk and credit default swap spreads. Zbl 1390.91313
Irresberger, Felix; Weiß, Gregor N. F.; Gabrysch, Janet; Gabrysch, Sandra
2
2018
Optimal energy management for grid-connected storage systems. Zbl 1329.49075
Lifshitz, D.; Weiss, G.
2
2015
A comparison of tail dependence estimators. Zbl 1441.62267
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor
1
2020
A comparison of tail dependence estimators. Zbl 1441.62267
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor
1
2020
Liquidity tail risk and credit default swap spreads. Zbl 1390.91313
Irresberger, Felix; Weiß, Gregor N. F.; Gabrysch, Janet; Gabrysch, Sandra
2
2018
Smooth nonparametric Bernstein vine copulas. Zbl 1402.91731
Scheffer, Marcus; Weiß, Gregor N. F.
5
2017
Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F.
2
2017
Is tail risk priced in credit default swap premia? Zbl 1404.62108
Meine, Christian; Supper, Hendrik; Weiß, Gregor N. F.
4
2016
An order of asymmetry in copulas, and implications for risk management. Zbl 1373.62231
Siburg, Karl Friedrich; Stehling, Katharina; Stoimenov, Pavel A.; Weiß, Gregor N. F.
3
2016
Optimal energy management for grid-connected storage systems. Zbl 1329.49075
Lifshitz, D.; Weiss, G.
2
2015
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. Zbl 1304.65089
Weiß, Gregor
6
2011

Citations by Year