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subject:"Estimation"
subject:"Public choice"
~person:"Hautsch, Nikolaus"
~person:"Knoppik, Christoph"
~person:"Rösch, Daniel"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Economic information"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
Asset-backed securities
CAPM
Capital income
Deutschland
Economic information
Regression analysis
Schätzung
Spieltheorie
Theory
Volatility
Theorie
38
Börsenkurs
9
Credit risk
9
Kreditrisiko
9
Share price
9
Portfolio selection
8
Portfolio-Management
8
Basel Accord
7
Basler Akkord
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6
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Aufsatz in Zeitschrift
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76
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76
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73
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73
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38
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7
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English
32
German
6
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Hautsch, Nikolaus
Knoppik, Christoph
Rösch, Daniel
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
143
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Färe, Rolf
116
Long, Ngo Van
116
Mukherjee, Arijit
115
Lambertini, Luca
113
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
106
Jarrow, Robert A.
105
Cheng, T. C. E.
102
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Devereux, Michael B.
99
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Gupta, Rangan
92
Andersen, Torben M.
90
Bossert, Walter
90
Wirl, Franz
90
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Journal of banking & finance
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of international money and finance
2
The journal of fixed income
2
Die Betriebswirtschaft : DBW
1
Economics letters
1
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
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Market microstructure and liquidity
1
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
1
Review of derivatives research
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
38
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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 Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf
;
Rösch, Daniel
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
Saved in:
3
A country specific point of view on international diversification
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140073
Saved in:
4
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
5
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
6
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:
7
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
8
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:
9
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
10
Systematic credit risk and pricing for fixed income instruments
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 42-60
Persistent link: https://www.econbiz.de/10011660753
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