Skip to contents

Hamerle, Alfred [Author]; Liebig, Thilo [Author]; Schropp, Hans-Jochen [Author]

Systematic risk of CDOs and CDO arbitrage

View online
Schließen

Links

http://hdl.handle.net/10419/28624

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Frankfurt a. M.: Deutsche Bundesbank, 2009
Hamerle, Alfred [Author]; Liebig, Thilo [Author]; Rösch, Daniel [Author]

Credit Risk Factor Modeling and the Basel II IRB Approach

View online
Schließen

Links

http://hdl.handle.net/10419/19727

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Frankfurt a. M.: Deutsche Bundesbank, 2003
Hamerle, Alfred [Author]; Liebig, Thilo [Author]; Scheule, Harald [Author]

Forecasting Credit Portfolio Risk

View online
Schließen

Links

http://hdl.handle.net/10419/19728

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Frankfurt a. M.: Deutsche Bundesbank, 2004
Blochwitz, Stefan [Author] ; Hamerle, Alfred [Other]; Hohl, Stefan [Other]; Rauhmeier, Robert [Other]; Roesch, Daniel [Other]

Myth and Reality of Discriminatory Power for Rating Systems

View online
Schließen

Access

https://ssrn.com/abstract=2350369

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]
Hamerle, Alfred [Author]; Knapp, Michael [Author]; Liebig, Thilo [Author]; Wildenauer, Nicole [Author]

Incorporating prediction and estimation risk in point-in-time credit portfolio models

View online
Schließen

Links

http://hdl.handle.net/10419/19746

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Frankfurt a. M.: Deutsche Bundesbank, 2005
Asendorpf, Jens [Contributor]; Bergermaier, Rene [Contributor]; Borg, Ingwer [Contributor]; Feger, Hubert [Editor]; Festinger, Leon [Contributor]; Groeben, Norbert [Contributor]; Hamerle, Alfred [Contributor]; Herrmann, Theo [Contributor]; Kemeny, Peter [Contributor]; Zelinka, Fritz F [Contributor]

Zeitschrift für Sozialpsychologie : Band 10, Heft 3: 1979 - [Reprint 2021]

View online
Schließen

Access

https://www.degruyter.com/isbn/9783112469422

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Berlin; Boston: De Gruyter, [2021] ; [Online-Ausgabe]

Published in: Zeitschrift für Sozialpsychologie ; Band 10, Heft 3
Hamerle, Alfred

Empirische Performance „multivariater“ Tests des Capital-Asset-Pricing-Models / Empirical Performance of “Multivariate” CAPM-Tests

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Walter de Gruyter GmbH, 1996

Published in: Jahrbücher für Nationalökonomie und Statistik
HAMERLE, ALFRED

On the Treatment of Interrupted Spells and Initial Conditions in Event History Analysis

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

SAGE Publications, 1991

Published in: Sociological Methods & Research
Hamerle, Alfred

Multiple-Spell Regression Models for Duration Data

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

JSTOR, 1989

Published in: Applied Statistics
Hamerle, Alfred

Multiple-Spell Regression Models for Duration Data

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Royal Statistical Society, 1989

Published in: Journal of the Royal Statistical Society. Series C (Applied Statistics)
Hamerle, Alfred

On a Simple Test for Neglected Heterogeneity in Panel Studies

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

JSTOR, 1990

Published in: Biometrics
Hamerle, Alfred

On a Simple Test for Neglected Heterogeneity in Panel Studies

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Biometric Society, 1990

Published in: Biometrics
Hamerle, Alfred

Regression analysis for discrete event history or failure time data

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, 1986

Published in: Statistische Hefte
Hamerle, Alfred; Plank, Kilian

Intransparenzen auf Verbriefungsmärkten : Auswirkungen auf Risikoanalyse und Bewertung : Auswirkungen auf Risikoanalyse und Bewertung

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, 2010

Published in: Informatik-Spektrum
Hamerle, Alfred; Roesch, Daniel

Misspecified Copulas in Credit Risk Models: How Good is Gaussian?

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2005

Published in: SSRN Electronic Journal
Hamerle, Alfred; Roesch, Daniel

Parameterizing Credit Risk Models

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2004

Published in: SSRN Electronic Journal
Hamerle, Alfred; Roesch, Daniel

Risikofaktoren und Korrelationen ffr Bonitttsverrnderungen (Risk Factors and Correlations for Credit Quality Changes)

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2003

Published in: SSRN Electronic Journal
Hamerle, Alfred; Rösch, Daniel

Risikofaktoren und Korrelationen für Bonitätsveränderungen

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, 2003

Published in: Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung
Spiess, Martin; Hamerle, Alfred

A comparison of different methods for the estimation of regression models with correlated binary responses

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2000

Published in: Computational Statistics & Data Analysis
Knapp, Michael; Hamerle, Alfred

Multi-Faktor-Modell zur Bestimmung segment-spezifischer Ausfallwahrscheinlichkeiten für die Kredit-Portfolio-Steuerung

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, 1999

Published in: Wirtschaftsinformatik

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication