Skip to contents

Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for correlations in the asymptotic single risk factor model

Close

Bookmarks

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

Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2009

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 50
Duffie, Darrell [Author]

Measuring corporate default risk - [1. publ.]

Close

Bookmarks

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

Oxford [u.a.]: Oxford Univ. Press, 2011

Published in: Clarendon lectures in finance
Tillich, Daniel [Author]; Lehmann, Christoph [Author]

Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data

Close

Bookmarks

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

Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, August 30, 2016

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 66
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for asset correlations in the asymptotic single risk factor model

Close

Bookmarks

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

Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss

Close

Bookmarks

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

Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 51
Chan, Ngai Hang [Author]

Time series : applications to finance with R and S-Plus R - [2. ed.]

Close

Bookmarks

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

Hoboken, NJ: Wiley, 2010

Published in: Wiley series in probability and statistics
Vogl, Konstantin [Author]; Wania, Robert [Author]

BLUEs for default probabilities

Close

Bookmarks

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

Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 37
Gouriéroux, Christian [Author]; Jasiak, Joann [Author]

The econometrics of individual risk : credit, insurance, and marketing

Close

Bookmarks

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

Princeton, NJ [u.a.]: Princeton Univ. Press, 2007
Bol, Georg [Editor]; Abberger, Klaus [Editor]; Nakhaeizadeh, Gholamreza [Editor]; Vollmer, Karl-Heinz [Editor] ; Karlsruher Ökonometrie-Workshop 6 1997 Karlsruhe

Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany

Close

Bookmarks

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

Heidelberg; New York: Physica-Verlag, [1998]

Published in: Contributions to economics
McNeil, Alexander J. [Author]; Frey, Rüdiger [Author]; Embrechts, Paul [Author]

Quantitative risk management : concepts, techniques and tools

Close

Bookmarks

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

Princeton, NJ [u.a.]: Princeton Univ. Press, 2005

Published in: Princeton series in finance
Tsay, Ruey S. [Author]

Analysis of financial time series : financial econometrics

Close

Bookmarks

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

New York: Wiley, 2002

Published in: Wiley series in probability and statistics- A Wiley-Interscience publication
Lehmann, Christoph [Author]

A multi-stage heuristic of breakpoint estimation for rating classes

Close

Bookmarks

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

Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, February 16, 2017

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 71
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Credit portfolio correlations and uncertainty

Close

Bookmarks

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

Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 57
Huschens, Stefan [Author] ; Vogl, Konstantin [Other]; Wania, Robert [Other]

Estimation of default probabilities and default correlations

Close

Bookmarks

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

Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 36
Tsay, Ruey S. [Author]

Analysis of financial time series - [Third edition]

Close

Bookmarks

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

Hoboken, New Jersey: Wiley, [2010]

Published in: Wiley series in probability and statistics
Tsay, Ruey S. [Author]

Analysis of financial time series - [2. ed.]

Close

Bookmarks

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

Hoboken, NJ: Wiley-Interscience, 2005

Published in: Wiley series in probability and statistics
Tsay, Ruey S. [Author]

An introduction to analysis of financial data with R

Close

Bookmarks

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

Hoboken, NJ: Wiley, 2013

Published in: Wiley series in probability and statistics
Neumann, Kristin [Author]

Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen

Close

Bookmarks

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

Lohmar; Köln: Eul, 2000

Published in: Reihe Quantitative Ökonomie ; 10400
Vorfeld, Michael [Author]

Asset Pricing : zur Bewertung von unsicheren Cashflows mit zeitvariablen Diskontraten - [1. Aufl.]

Close

Bookmarks

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

Wiesbaden: Gabler, 2009

Published in: Gabler Edition Wissenschaft
Starp, Michael [Author]

Integriertes Risikomanagement im landwirtschaftlichen Betrieb

Close

Bookmarks

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

Berlin: Duncker & Humblot, 2006

Published in: Betriebswirtschaftliche Schriften ; 166

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