Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression
Year of publication: |
2014
|
---|---|
Authors: | Razen, Alexander ; Brunauer, Wolgang ; Klein, Nadja ; Kneib, Thomas ; Lang, Stefan ; Umlauf, Nikolaus |
Publisher: |
Innsbruck : University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon) |
Subject: | Bayesian hierarchical models | hedonic pricing models | GAMLSS | distributional regression | quantile regression | multilevel models | MCMC | P-splines | value-at-risk |
-
Razen, Alexander, (2014)
-
Razen, Alexander, (2014)
-
Modeling House Prices using Multilevel Structured Additive Regression
Brunauer, Wolfgang, (2010)
- More ...
-
Razen, Alexander, (2014)
-
Razen, Alexander, (2014)
-
Klein, Nadja, (2013)
- More ...