Skip to contents Supper, Hendrik [Author] ; Weiß, Gregor Nikolaus Felix [Degree supervisor]; Posch, Peter [Other] Four essays on linear and extreme dependences in credit derivatives and equity markets Books View online Schließen > Access https://d-nb.info/1100692401/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dortmund: Universitätsbibliothek Dortmund, 2014 Weiss, Gregor N. F. [Author] ; Supper, Hendrik [Other] Forecasting Liquidity-Adjusted Intraday Value-at-Risk with Vine Copulas Books View online Schließen > Access https://ssrn.com/abstract=2013203 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Meine, Christian [Author] ; Supper, Hendrik [Other]; Weiss, Gregor N. F. [Other] Do CDS Spreads Move with Commonality in Liquidity? Books View online Schließen > Access https://ssrn.com/abstract=2591855 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Meine, Christian [Author] ; Supper, Hendrik [Other]; Weiss, Gregor N. F. [Other] Is Tail Risk Priced in Credit Default Swap Premia? Books View online Schließen > Access https://ssrn.com/abstract=2244808 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Weiß, Gregor N.F.; Supper, Hendrik Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2013 Published in: Journal of Banking & Finance, 37 (2013) 9, Seite 3334-3350 Weiss, Gregor N. F.; Supper, Hendrik Liquidity Commonality and Risk Management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal (2012) Meine, Christian; Supper, Hendrik; Weiß, Gregor N. F. Is Tail Risk Priced in Credit Default Swap Premia? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford University Press (OUP), 2016 Published in: Review of Finance, 20 (2016) 1, Seite 287-336 Meine, Christian; Supper, Hendrik; Weiß, Gregor N. F. Do CDS spreads move with commonality in liquidity? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2015 Published in: Review of Derivatives Research, 18 (2015) 3, Seite 225-261 Meine, Christian; Supper, Hendrik; Weiss, Gregor N. F. Is Tail Risk Priced in Credit Default Swap Premia? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2013 Published in: SSRN Electronic Journal (2013)
Supper, Hendrik [Author] ; Weiß, Gregor Nikolaus Felix [Degree supervisor]; Posch, Peter [Other] Four essays on linear and extreme dependences in credit derivatives and equity markets Books View online Schließen > Access https://d-nb.info/1100692401/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dortmund: Universitätsbibliothek Dortmund, 2014
Weiss, Gregor N. F. [Author] ; Supper, Hendrik [Other] Forecasting Liquidity-Adjusted Intraday Value-at-Risk with Vine Copulas Books View online Schließen > Access https://ssrn.com/abstract=2013203 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Meine, Christian [Author] ; Supper, Hendrik [Other]; Weiss, Gregor N. F. [Other] Do CDS Spreads Move with Commonality in Liquidity? Books View online Schließen > Access https://ssrn.com/abstract=2591855 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Meine, Christian [Author] ; Supper, Hendrik [Other]; Weiss, Gregor N. F. [Other] Is Tail Risk Priced in Credit Default Swap Premia? Books View online Schließen > Access https://ssrn.com/abstract=2244808 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Weiß, Gregor N.F.; Supper, Hendrik Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2013 Published in: Journal of Banking & Finance, 37 (2013) 9, Seite 3334-3350
Weiss, Gregor N. F.; Supper, Hendrik Liquidity Commonality and Risk Management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal (2012)
Meine, Christian; Supper, Hendrik; Weiß, Gregor N. F. Is Tail Risk Priced in Credit Default Swap Premia? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford University Press (OUP), 2016 Published in: Review of Finance, 20 (2016) 1, Seite 287-336
Meine, Christian; Supper, Hendrik; Weiß, Gregor N. F. Do CDS spreads move with commonality in liquidity? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2015 Published in: Review of Derivatives Research, 18 (2015) 3, Seite 225-261
Meine, Christian; Supper, Hendrik; Weiss, Gregor N. F. Is Tail Risk Priced in Credit Default Swap Premia? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2013 Published in: SSRN Electronic Journal (2013)
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