4 Treffer für Ort = "Dortmund"

• Catastrophe bonds and systemic risk Weiß, Gregor ; Bostandzic, Denefa ; Irresberger, Felix [Dortmund] : SFB 823, August 26, 2013

• A new set of improved value-at-risk backtests Ziggel, Daniel ; Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• On the robustness of goodness-of-fit tests for copulas Weiß, Gregor [Dortmund] : SFB 823, 2011

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013