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person:"Huschens, Stefan"
subject:"Probability theory"
~subject:"Share price"
~subject:"Theory"
~type:"book"
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Probability theory
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Estimation theory
13
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12
Credit risk
5
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5
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4
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4
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Huschens, Stefan
Härdle, Wolfgang
58
Pesaran, M. Hashem
38
Franses, Philip Hans
29
Gouriéroux, Christian
25
Imbens, Guido
24
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Phillips, Peter C. B.
23
Heckman, James J.
21
McAleer, Michael
20
Kleibergen, Frank
19
Kohn, Robert
19
Stahlecker, Peter
19
Brännäs, Kurt
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Giles, David E. A.
16
Linton, Oliver
16
Diebold, Francis X.
15
Sheather, Simon J.
15
Teräsvirta, Timo
15
Winkelmann, Rainer
15
Andrews, Donald W. K.
14
Newey, Whitney K.
14
Stock, James H.
14
Zakoïan, Jean-Michel
14
Arnold, Bernhard
13
Giles, Judith A.
13
Kapetanios, George
13
Scaillet, Olivier
13
Abberger, Klaus
12
Breitung, Jörg
12
Francq, Christian
12
Guégan, Dominique
12
Haan, Laurens de
12
Lucas, André
12
Mammen, Enno
12
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
10
Diskussionsschriften / Universität Heidelberg, Wirtschaftswissenschaftliche Fakultät
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ECONIS (ZBW)
12
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Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
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2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
3
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
4
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
5
Estimation of default probabilities and default correlations
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10013441061
Saved in:
6
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
7
Historische Simulation
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981526
Saved in:
8
Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961431
Saved in:
9
Risikoabschätzung durch historische Simulation
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961433
Saved in:
10
Estimation in semiparametric models using an auxiliary model
Huschens, Stefan
;
Stahl, Gerhard
-
1994
Persistent link: https://www.econbiz.de/10013440805
Saved in:
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