//--> //--> //-->
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:"Journal of banking & finance"
~language:"eng"
~person:"Horowitz, Joel"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Nonparametric statistics"
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:"Statistik"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Monte-Carlo-Simulation
Nonparametric statistics
Credit risk
2
Kreditrisiko
2
Nichtparametrisches Verfahren
2
Risikomaß
2
Risk measure
2
Monte Carlo simulation
1
Risikomanagement
1
Risk management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Horowitz, Joel
Scaillet, Olivier
Feng, Guohua
2
Harris, Richard D. F.
2
León Valle, Ángel Manuel
2
Moreno, Manuel
2
AitSahlia, Farid
1
Anderson, Heather M.
1
Ascheberg, Marius
1
Aslanidis, Nektarios
1
Assaf, A. Georges
1
Avouyi-Dovi, Sanvi
1
Baur, Dirk G.
1
Bezemer, Dirk Johan
1
Bick, Björn
1
Bonaccolto, Giovanni
1
Brownlees, Christian
1
Byrne, Joseph P.
1
Cai, Zongwu
1
Cao, Shuo
1
Caporin, Massimiliano
1
Casas, Isabel
1
Cenedese, Gino
1
Chabot, Ben
1
Chin, Michael
1
Chiu, Ching Wai Jeremy
1
Chuang, Chia-chang
1
Conlon, Thomas
1
Cotter, John
1
De Peretti, Philippe
1
DeMiguel, Victor
1
Detemple, Jérôme B.
1
Drake, Leigh M.
1
Dutkowsky, Donald H.
1
Elger, Thomas
1
Escanciano, Juan Carlos
1
Eyiah-Donkor, Emmanuel
1
Fenech, Jean-Pierre
1
Fermanian, Jean-David
1
Ferreira, Eva
1
Gao, Jiti
1
more ...
less ...
Published in...
All
Journal of banking & finance
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
13
Research paper series / Swiss Finance Institute
13
Journal of econometrics
12
Swiss Finance Institute Research Paper
10
FAME research paper series
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Annals of economics and statistics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research paper / International Center for Financial Asset Management and Engineering
2
The econometrics journal
2
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
IRES discussion papers
1
International economic review
1
International journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Lecture notes in statistics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Publikationen / Center for Applied Statistics and Economics
1
Springer series in statistics
1
Swiss Finance Institute Research Paper 06-30
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economic studies
1
cemmap working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->