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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~type:"article"
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Bootstrap-Verfahren
Estimation
Nonparametric statistics
Credit risk
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Scaillet, Olivier
Feng, Guohua
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Harris, Richard D. F.
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León Valle, Ángel Manuel
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Anderson, Heather M.
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Journal of banking & finance
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Annals of economics and statistics
1
Econometric theory
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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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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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