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person:"Huschens, Stefan"
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Estimation theory
13
Schätztheorie
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5
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4
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4
Risikomaß
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Huschens, Stefan
Phillips, Peter C. B.
205
Pesaran, M. Hashem
142
Gao, Jiti
127
Härdle, Wolfgang
123
Andrews, Donald W. K.
84
Linton, Oliver
84
Chernozhukov, Victor
82
McAleer, Michael
74
Newey, Whitney K.
72
Chen, Xiaohong
68
Dette, Holger
67
Imbens, Guido
66
Kapetanios, George
66
Heckman, James J.
64
Koopman, Siem Jan
61
Swanson, Norman R.
60
Otsu, Taisuke
58
Croux, Christophe
55
Franses, Philip Hans
55
Imbens, Guido W.
54
Lütkepohl, Helmut
54
Angrist, Joshua D.
53
Lechner, Michael
53
Gouriéroux, Christian
50
Nielsen, Morten Ørregaard
50
Diebold, Francis X.
49
Stock, James H.
48
Linton, Oliver B.
45
Sentana, Enrique
45
Schorfheide, Frank
44
Wolf, Michael
44
Johansen, Søren
43
White, Halbert
43
Winkelmann, Rainer
42
Peng, Bin
41
Weidner, Martin
41
Sun, Yixiao
40
Teräsvirta, Timo
40
Bera, Anil K.
39
Kohn, Robert
39
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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)
13
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1
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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