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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Crawford, Ian"
~person:"Frölich, Markus"
~person:"Racine, Jeffrey"
~person:"Scaillet, Olivier"
~subject:"Nonparametric statistics"
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Nonparametric statistics
Credit risk
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Nichtparametrisches Verfahren
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Crawford, Ian
Frölich, Markus
Racine, Jeffrey
Scaillet, Olivier
León Valle, Ángel Manuel
2
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Journal of banking & finance
Department of Economics working paper series / McMaster University, Department of Economics
14
Discussion paper series / IZA
12
Journal of econometrics
11
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
10
Research paper series / Swiss Finance Institute
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Econometric reviews
8
Swiss Finance Institute Research Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
7
FAME research paper series
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IZA Discussion Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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IFS working paper
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Econometric theory
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Journal of applied econometrics
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Discussion paper / Center for Economic Research, Tilburg University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IFS working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The econometrics journal
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Working paper series / Emory University, Department of Economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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CentER Discussion Paper Series
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Columbia economics discussion paper series / Department of Economics, Columbia University
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Econometric models in marketing
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Economics discussion papers
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ECONIS (ZBW)
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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2
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
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