//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of risk"
~person:"McAleer, Michael"
~person:"Rösch, Daniel"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
2
Kreditrisiko
2
Basel Accord
1
Basler Akkord
1
Bias
1
Correlation
1
Estimation
1
Estimation theory
1
Financial services
1
Finanzdienstleistung
1
Insolvency
1
Insolvenz
1
Korrelation
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Schätzung
1
Systematischer Fehler
1
Theorie
1
Theory
1
Vasicek model
1
asset correlation
1
bias correction
1
copula
1
delta method
1
margin of conservatism
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
McAleer, Michael
Rösch, Daniel
Gatti, Stefano
2
Lütkebohmert-Holtz, Eva
2
Wilkens, Sascha
2
Ammann, Manuel
1
Avsar, Emil
1
Bade, Benjamin
1
Baule, Rainer
1
Becchetti, Leonardo
1
Bedendo, Mascia
1
Bertagna, Andrea
1
Boeve, Rolf
1
Breton, Michèle
1
Brunac, Jean-Baptiste
1
Buscaino, Valerio
1
Böcker, Klaus
1
Carpentieri, Andrea
1
Carr, Peter
1
Caselli, Stefano
1
Castellanos, Jenny
1
Cathcart, Lara
1
Cheng, Lu
1
Cheridito, Patrick
1
Chorniy, Vladimir
1
Cicon, James
1
Cocozza, Rosa
1
Constantinou, Nick
1
Coppes, Robert Christopher
1
Corielli, Francesco
1
Correia, Mafalda C.
1
Cossin, Didier
1
Curcio, Domenico
1
Dang, Huong
1
De Prisco, Ben
1
Deliu, Dragos
1
Dorfleitner, Gregor
1
Düllmann, Klaus
1
Eberlein, Ernst
1
Fermanian, Jean-David
1
Fieberg, Christian
1
more ...
less ...
Published in...
All
European financial management : the journal of the European Financial Management Association
Journal of risk
Journal of banking & finance
5
European journal of operational research : EJOR
4
International journal of forecasting
2
Review of derivatives research
2
The journal of fixed income
2
Applied economics letters
1
Die Bank
1
Die Betriebswirtschaft : DBW
1
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
1
Finance research letters
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Global finance journal
1
International review of finance
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The journal of real estate finance and economics
1
The journal of risk model validation
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
2
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
European financial management : the journal of the …
17
(
2011
)
1
,
pp. 120-144
Persistent link: https://www.econbiz.de/10008990956
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->