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subject:"Exchange rate"
subject:"Probability theory"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"IMF working paper"
~subject:"1960-1994"
~subject:"Kreditrisiko"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Probability theory
1960-1994
Kreditrisiko
Estimation theory
67
Schätztheorie
67
Theorie
43
Theory
43
Time series analysis
15
Zeitreihenanalyse
15
Welt
10
World
10
Wahrscheinlichkeitsrechnung
9
Estimation
7
Schätzung
7
Credit risk
5
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5
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4
Statistical theory
4
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4
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3
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Forecasting model
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Prognoseverfahren
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Trade elasticity
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Cobb-Douglas production function
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Cobb-Douglas-Produktionsfunktion
2
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2
Equilibrium theory
2
France
2
Frankreich
2
Geldpolitik
2
Gleichgewichtstheorie
2
Großbritannien
2
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2
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2
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4
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15
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Arbeitspapier
13
Working Paper
13
Graue Literatur
11
Non-commercial literature
11
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English
15
Author
All
Chan-Lau, Jorge A
2
Chan-Lau, Jorge A.
2
Haan, Laurens de
2
Cramer, Jan S.
1
Daníelsson, Jón
1
Dijk, Dick van
1
Drees, Holger
1
Franses, Philip Hans
1
Jones, Matthew T.
1
Koning, Camiel de
1
Lucas, André
1
Lye, Jenny N.
1
Martin, Vance
1
Pereira, T. Themido
1
Resnick, Sidney I.
1
Ridder, Geert
1
Senhadji-Semlali, Abdel
1
Sluis, Pieter J. van der
1
Straetmans, Stefan
1
Teo, Leslie E.
1
Tunali, İnsan
1
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Internationaler Währungsfonds / Policy Development and Review Department
1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
IMF working paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of econometrics
30
Discussion paper / Tinbergen Institute
29
Economics letters
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Statistics in transition : an international journal of the Polish Statistical Association
16
Discussion paper / Center for Economic Research, Tilburg University
14
Econometric reviews
13
European journal of operational research : EJOR
12
International journal of forecasting
11
NBER Working Paper
11
Order statistics: applications
11
Dresdner Beiträge zu quantitativen Verfahren
10
Econometric theory
10
Insurance / Mathematics & economics
10
Journal of banking & finance
10
Report / Econometric Institute, Erasmus University Rotterdam
10
Journal of applied econometrics
9
International journal of economics and financial issues : IJEFI
8
Statistical papers
8
Discussion paper
7
Journal of forecasting
7
Journal of international money and finance
7
SpringerLink / Bücher
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Technical working paper / National Bureau of Economic Research
7
The journal of risk model validation
7
The review of economic studies
7
Economic modelling
6
Finance research letters
6
International economic journal
6
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6
Operations research letters
6
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6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
The journal of credit risk : published quarterly by Incisive Media
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics
5
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15
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1
Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003354354
Saved in:
2
Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003329109
Saved in:
3
Estimating Markov transition matrices using proportions data : an application to credit risk
Jones, Matthew T.
-
2005
Persistent link: https://www.econbiz.de/10003268878
Saved in:
4
Sources of economic growth : an extensive growth accounting exercise
Senhadji-Semlali, Abdel
-
1999
Persistent link: https://www.econbiz.de/10001399807
Saved in:
5
Fundamentals-Based Estimation of Default Probabilities : A Survey
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. INTRODUCTION -- II. MACROECONOMIC-BASED MODELS -- III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS -- IV. RATINGS-BASED MODELS -- V. HYBRID MODELS -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691085
Saved in:
6
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE -- II. CREDIT DEFAULT SWAPS -- III. BONDS -- IV. EQUITY PRICES -- V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691108
Saved in:
7
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
8
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
9
Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N.
-
1998
Persistent link: https://www.econbiz.de/10000991823
Saved in:
10
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
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