Predicting the credit cycle with an autoregressive model
von Steffi Höse und Konstantin Vogl
| Year of publication: |
2005
|
|---|---|
| Authors: | Höse, Steffi ; Vogl, Konstantin |
| Publisher: |
Dresden : Techn. Univ., Fak. Wirtschaftswiss. |
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Einzelhandel | Retail trade | Theorie | Theory | Deutschland | Germany | Autokorrelation | Autocorrelation |
| Extent: | 16 Bl. graph. Darst. |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802, ZDB-ID 2289789-6. - Vol. 45 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.tu-dresden.de/wwqvs/publ/DBQV45-05.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441120