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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Center of Finance dissertation series"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Journal of banking & finance"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Economic information"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
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Estimation
Public choice
CAPM
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Deutschland
Economic information
Schätzung
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Volatility
Theorie
5
Theory
5
Credit risk
3
Kreditrisiko
3
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2
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2
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2
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Hautsch, Nikolaus
Rösch, Daniel
Post, Thierry
9
Prokopczuk, Marcel
6
Marquering, Wessel A.
5
Branger, Nicole
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Christiansen, Charlotte
3
Faff, Robert W.
3
Frenk, Johannes G.
3
Levy, Haim
3
Sercu, Piet
3
Taylor, Stephen
3
Vliet, Pim van
3
Wese Simen, Chardin
3
Abhyankar, Abhay
2
Alexander, Carol
2
Balvers, Ronald J.
2
Barone-Adesi, Giovanni
2
Chang, Eric Chieh
2
Chiang, Raymond
2
Chou, Ray Yeutien
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Chue, Timothy K.
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Crouhy, Michel
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Fabozzi, Frank J.
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Gouriéroux, Christian
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2
Kamstra, Mark J.
2
Kassay, Gábor
2
Kirby, Chris
2
Klein, Peter
2
Kramer, Lisa A.
2
Lee, Bong-soo
2
Levi, Maurice D.
2
Levy, Moshe
2
Li, Junye
2
Liu, Xiaochun
2
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Center of Finance dissertation series
ERIM report series research in management
Journal of banking & finance
SFB 649 discussion paper
13
CFS working paper series
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
CoFE discussion papers
4
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
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Die Betriebswirtschaft : DBW
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Journal of economic behavior & organization : JEBO
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Review of derivatives research
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SFB 649 Discussion Paper
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
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1
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
2
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
3
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
4
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
5
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
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