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type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~subject:"Credit risk"
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Search: subject_exact:"Estimation theory"
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Credit risk
Estimation theory
151
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151
Estimation
50
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49
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29
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29
Time series analysis
28
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Schuermann, Til
2
Biljon, L. van
1
Branco, Carlos
1
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Gostkowski, Michał
1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
Journal of risk and financial management : JRFM
The journal of risk model validation
The journal of credit risk : published quarterly by Incisive Media
6
Finance research letters
5
Journal of economic dynamics & control
3
Applied economics letters
2
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Kredit und Kapital
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Quantitative finance
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Risks : open access journal
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Applied economics
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Asia-Pacific financial markets
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Cogent economics & finance
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Economic analysis : EA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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INFORMS journal on computing : JOC
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International journal of business and globalisation : IJBG
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Journal of international money and finance
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Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
13
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1
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
2
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
3
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
4
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
5
Smoothing algorithms by constrained maximum likelihood : methodologies and implementations for Comprehensive Capital Analysis and Review stress testing and International Financial...
Yang, Bill Huajian
- In:
The journal of risk model validation
12
(
2018
)
2
,
pp. 89-102
Persistent link: https://www.econbiz.de/10011912266
Saved in:
6
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka
- In:
Journal of banking & finance
63
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
Saved in:
7
Loss given default modeling : an application to data from a Polish bank
Karwański, Marek
;
Gostkowski, Michał
;
Jałowiecki, Piotr
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 23-40
Persistent link: https://www.econbiz.de/10011410319
Saved in:
8
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
9
Addressing the issue of conservatism in probalility of default estimates : a validation tool
Branco, Carlos
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009356785
Saved in:
10
Estimation of intra-sector asset correlations
Meyer, Christian
- In:
The journal of risk model validation
3
(
2009/10
)
3
,
pp. 47-79
Persistent link: https://www.econbiz.de/10009262132
Saved in:
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