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subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Quantitative finance"
~person:"De March, Davide"
~person:"Mihoci, Andrija"
~person:"Xu, Xiu"
~subject:"Finanzdienstleistung"
~type_genre:"Article in journal"
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Bankenregulierung
Bankrisiko
Finanzdienstleistung
Financial services
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Risk management
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Business network
2
Credit risk
2
Kreditrisiko
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CDS
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De March, Davide
Mihoci, Andrija
Xu, Xiu
Chen, Yi-Hsuan
2
Härdle, Wolfgang
2
Albanese, Claudio
1
Barbieri, Paolo Nicola
1
Corazza, Marco
1
Crépey, Stéphane
1
Deng, Kaihua
1
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1
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1
Paraschiv, Florentina
1
Prosperi, Lorenzo
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Qiu, Jie
1
Rebonato, Riccardo
1
Sermpinis, Georgios
1
Si, Wujun
1
Sourabh, Sumit
1
Tollo, Giacomo di
1
Yang, Qingyu
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Design of adaptive Elman networks for credit risk assessment
Corazza, Marco
;
De March, Davide
;
Tollo, Giacomo di
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
Saved in:
2
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
3
Dynamic credit default swap curves in a network topology
Xu, Xiu
;
Chen, Yi-Hsuan
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1705-1726
Persistent link: https://www.econbiz.de/10012194818
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