| Why do some banks contribute more to global systemic risk? D Bostandzic, GNF Weiss Journal of Financial Intermediation 35, 17-40, 2018 | 168 | 2018 |
| What factors drive systemic risk during international financial crises? GNF Weiß, D Bostandzic, S Neumann Journal of Banking & Finance 41, 78-96, 2014 | 168 | 2014 |
| Systemic risk and bank consolidation: International evidence GNF Weiß, S Neumann, D Bostandzic Journal of Banking & Finance 40, 165-181, 2014 | 160 | 2014 |
| Forecasting liquidity-adjusted intraday value-at-risk with vine copulas GNF Weiß, H Supper Journal of Banking & Finance 37 (9), 3334-3350, 2013 | 122 | 2013 |
| Systemic risk of insurers around the globe C Bierth, F Irresberger, GNF Weiß Journal of Banking & Finance 55, 232-245, 2015 | 120 | 2015 |
| Why do some insurers become systemically relevant? GNF Weiß, J Mühlnickel Journal of Financial Stability 13, 95-117, 2014 | 108 | 2014 |
| Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study G Weiß Computational Statistics 26, 31-54, 2011 | 102* | 2011 |
| A new set of improved value-at-risk backtests D Ziggel, T Berens, GNF Weiß, D Wied Journal of Banking & Finance 48, 29-41, 2014 | 98 | 2014 |
| Mitigating adverse selection in p2p lending–Empirical evidence from prosper. com GNF Weiss, K Pelger, A Horsch Available at SSRN 1650774, 2010 | 90 | 2010 |
| Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy GNF Weiß Review of Quantitative Finance and Accounting 41, 179-202, 2013 | 77 | 2013 |
| Explaining bank stock performance with crisis sentiment F Irresberger, J Mühlnickel, GNF Weiß Journal of Banking & Finance 59, 311-329, 2015 | 70 | 2015 |
| Consolidation and systemic risk in the international insurance industry J Mühlnickel, GNF Weiß Journal of Financial Stability 18, 187-202, 2015 | 66 | 2015 |
| Is tail risk priced in credit default swap premia? C Meine, H Supper, GNF Weiß Review of Finance 20 (1), 287-336, 2016 | 46 | 2016 |
| Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates KF Siburg, P Stoimenov, GNF Weiß Journal of Banking & Finance 54, 129-140, 2015 | 39 | 2015 |
| Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures GNF Weiß The Quarterly Review of Economics and Finance 51 (2), 173-188, 2011 | 39 | 2011 |
| Mixture pair-copula-constructions GNF Weiß, M Scheffer Journal of Banking & Finance 54, 175-191, 2015 | 37 | 2015 |
| Evaluating value-at-risk forecasts: A new set of multivariate backtests D Wied, GNF Weiß, D Ziggel Journal of Banking & Finance 72, 121-132, 2016 | 32 | 2016 |
| Copula parameter estimation–numerical considerations and implications for risk management GNF Weiss Journal of Risk 13 (1), 17-53, 2010 | 28 | 2010 |
| Anreizsysteme-Eine Möglichkeit zur Verbesserung der universitären Lehre? B Kiefer, C Niederhaus, D Balzani, CA Bobisch, E Gerharz, ... | 27 | 2013 |
| Bank stock performance and bank regulation around the globe M Pelster, F Irresberger, GNF Weiß The European Journal of Finance 24 (2), 77-113, 2018 | 26 | 2018 |
Felix IrresbergerDurham University在 durham.ac.uk 的电子邮件经过验证
