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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Journal of banking & finance"
~subject:"Kreditrisiko"
~type:"book"
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Kreditrisiko
Theorie
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Theory
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Credit risk
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Schätztheorie
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Estimation theory
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Huschens, Stefan
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Wania, Robert
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Tillich, Daniel
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Dresdner Beiträge zu quantitativen Verfahren
Journal of banking & finance
NBER working paper series
50
Discussion paper / Centre for Economic Policy Research
45
NBER Working Paper
45
Working paper / National Bureau of Economic Research, Inc.
38
Discussion paper
34
Finance and economics discussion series
34
Discussion papers / CEPR
33
Working paper series / European Central Bank
33
Discussion paper / Tinbergen Institute
32
SpringerLink / Bücher
32
Discussion paper / Deutsche Bundesbank
27
Research paper series / Swiss Finance Institute
27
ECB Working Paper
24
CFS working paper series
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Bundesbank Series 2 Discussion Paper
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FEDS Working Paper
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IMES discussion paper series / Englische Ausgabe
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FRB of Philadelphia Working Paper
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Gabler Edition Wissenschaft
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Working papers / Bank for International Settlements
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Bank of Finland research discussion papers
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Europäische Hochschulschriften / 5
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SFB 649 discussion paper
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Schriftenreihe Finanzmanagement
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Swiss Finance Institute Research Paper
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Working paper
13
IMF working paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion Paper Series 2
11
Discussion paper / Center for Economic Research, Tilburg University
11
Research paper / International Center for Financial Asset Management and Engineering
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Volkswirtschaftliche Diskussionsreihe
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ECONIS (ZBW)
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A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
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2017
Persistent link: https://www.econbiz.de/10013441258
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2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441253
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3
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
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2016
Persistent link: https://www.econbiz.de/10013441254
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4
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
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5
Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
Fischer, Sven
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2012
Persistent link: https://www.econbiz.de/10013441219
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6
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
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7
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
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8
Risikomaßzahlen für Kreditportfoliotranchen
Tillich, Daniel
-
2010
Persistent link: https://www.econbiz.de/10013441192
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9
Rating migrations
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441149
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10
Modellierung der Abhängigkeitsstruktur von Ausfallkörben : eine Betrachtung für den Spezialfall des Duo-Baskets
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441241
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