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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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Theorie
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Huschens, Stefan
36
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10
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Vogl, Konstantin
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Kurz-Kim, Jeong-Ryeol
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
NBER working paper series
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8,515
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Economics letters
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ECONIS (ZBW)
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Risikomaße
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441255
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2
Einführung in die Ökonometrie
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441256
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3
Theorie
und Methodik der Statistik
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441257
Saved in:
4
A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
-
2017
Persistent link: https://www.econbiz.de/10013441258
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5
Chance (odd) versus Wahrscheinlichkeit (probability)
Huschens, Stefan
-
2016
Persistent link: https://www.econbiz.de/10013441250
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6
Stetigkeit in der Statistik
Huschens, Stefan
-
2016
Persistent link: https://www.econbiz.de/10013441251
Saved in:
7
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
Saved in:
8
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
-
2016
Persistent link: https://www.econbiz.de/10013441254
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9
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
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10
Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
Fischer, Sven
-
2012
Persistent link: https://www.econbiz.de/10013441219
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