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source:"econis"
subject:"Estimation"
~isPartOf:"Advances in statistical analysis : AStA ; a journal of the German Statistical Society"
~isPartOf:"Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures"
~person:"Dustmann, Christian"
~person:"Härdle, Wolfgang"
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
SFB 649 discussion paper
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
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2
Exploring credit data
Müller, Marlene
;
Härdle, Wolfgang
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 157-173)
.
2003
Persistent link: https://www.econbiz.de/10002001903
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