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~institution:"International Center for Financial Asset Management and Engineering"
~source:"econis"
~subject:"Econometrics"
~subject:"Nonparametric statistics"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Econometrics
Nonparametric statistics
Credit risk
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Aktie
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Scaillet, Olivier
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International Center for Financial Asset Management and Engineering
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Centre for Microdata Methods and Practice <London>
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Center for Economic Research <Tilburg>
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
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London School of Economics and Political Science
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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University of Cambridge / Department of Applied Economics
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Zentrum für Europäische Wirtschaftsforschung
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Centre for Analytical Finance <Århus>
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
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School of Economics, Mathematics and Statistics <London>
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Agricultural Land Markets - Efficiency and Regulation
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Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
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Brown University / Department of Economics
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Business Information Centre <Toronto>
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Christian-Albrechts-Universität zu Kiel / Institut für Statistik und Ökonometrie
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Conference Board Inc. <New York, NY>
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Econometric Society
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Ekonomiska forskningsinstitutet <Stockholm>
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Encontro Brasileiro de Econometria <16, 1994, Florianópolis>
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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