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~institution:"International Center for Financial Asset Management and Engineering"
~language:"eng"
~person:"Crawford, Ian"
~person:"Feng, Yuanhua"
~person:"Frölich, Markus"
~person:"Scaillet, Olivier"
~subject:"Nonparametric statistics"
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Nonparametric statistics
Nichtparametrisches Verfahren
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Credit risk
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Crawford, Ian
Feng, Yuanhua
Frölich, Markus
Scaillet, Olivier
Fermanian, Jean-David
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International Center for Financial Asset Management and Engineering
Centre for Microdata Methods and Practice <London>
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Columbia University / Department of Economics
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
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2
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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