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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Chou, Ray Yeutien"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Deutschland
Schätzung
Spieltheorie
Theory
Volatility
Theorie
9
Credit risk
3
Kapitaleinkommen
3
Kreditrisiko
3
Portfolio selection
3
Portfolio-Management
3
Volatilität
3
Aktienmarkt
2
Börsenkurs
2
Correlation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
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2
Prognoseverfahren
2
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2
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2
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2
Zinsstruktur
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1
Basler Akkord
1
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Aufsatz in Zeitschrift
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9
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English
8
German
1
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Chou, Ray Yeutien
Hautsch, Nikolaus
Rösch, Daniel
Gouriéroux, Christian
9
Faff, Robert W.
8
Sarkar, Sudipto
8
Branger, Nicole
7
Duan, Jin-Chuan
7
Homburg, Christian
7
Prokopczuk, Marcel
7
Saunders, Anthony
7
Shackleton, Mark B.
7
Fabozzi, Frank J.
6
Sercu, Piet
6
Allen, Linda
5
Altman, Edward I.
5
Berger, Allen N.
5
Chung, Kee H.
5
Crouhy, Michel
5
Dionne, Georges
5
Harvey, Campbell R.
5
Koedijk, Kees
5
Levy, Haim
5
Monfort, Alain
5
Nawalkha, Sanjay K.
5
Post, Thierry
5
Prisman, Eliezer Zeev
5
Subrahmanyam, Marti G.
5
Uhrig-Homburg, Marliese
5
Baillie, Richard
4
Cerrato, Mario
4
Christiansen, Charlotte
4
Clare, Andrew D.
4
Daníelsson, Jón
4
Ebrahim, Muhammed Shahid
4
Elton, Edwin J.
4
Garcia, René
4
Gruber, Martin Jay
4
Hasan, Iftekhar
4
Herrera, Rodrigo
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Jarrow, Robert A.
4
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of applied econometrics
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of econometrics
2
Journal of international money and finance
2
The journal of fixed income
2
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
International journal of forecasting
1
Journal of economic behavior & organization : JEBO
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Market microstructure and liquidity
1
Oxford bulletin of economics and statistics
1
Research in international business and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
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:
2
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
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
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
Saved in:
5
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
6
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:
7
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:
8
Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie
;
Chou, Ray Yeutien
;
Li, Dan
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
Saved in:
9
Zum Einsatz "fundamentaler" Faktorenmodelle im Portfoliomanagement
Hamerle, Alfred
- In:
Die Betriebswirtschaft : DBW
58
(
1998
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10001236493
Saved in:
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