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~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Rösch, Daniel"
~type_genre:"Aufsatz in Zeitschrift"
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Credit risk
54
Kreditrisiko
54
Basel Accord
17
Basler Akkord
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Theorie
16
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16
Insolvency
12
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12
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Aufsatz in Zeitschrift
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Lucas, André
McAleer, Michael
Rösch, Daniel
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
22
Jarrow, Robert A.
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Chi, Guotai
19
Gouriéroux, Christian
19
Fabozzi, Frank J.
18
Jacobs, Michael <Jr.>
17
Ghosh, Saibal
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Van Vuuren, Gary
14
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13
Turnbull, Stuart M.
13
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12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
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11
Das, Sanjiv R.
11
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11
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11
Gürtler, Marc
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
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11
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Journal of banking & finance
9
European journal of operational research : EJOR
4
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of applied econometrics
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1
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1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
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ECONIS (ZBW)
54
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41
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
42
Discrete versus continuous state switching models for portfolio credit risk
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10003285592
Saved in:
43
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
44
Bankinterne Parametrisierung und empirischer Vergleich von Kreditrisikomodellen
Hamerle, Alfred
;
Rösch, Daniel
- In:
Die Betriebswirtschaft : DBW
65
(
2005
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10002710878
Saved in:
45
Backtesting von Ausfallwahrscheinlichkeiten und "Risiko2"
Hamerle, Alfred
;
Rösch, Daniel
- In:
Die Unternehmung : Swiss journal of business research …
59
(
2005
)
6
,
pp. 535-546
Persistent link: https://www.econbiz.de/10003226820
Saved in:
46
A multifactor approach for systematic default and recovery risk
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10003229860
Saved in:
47
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3179
Persistent link: https://www.econbiz.de/10003203860
Saved in:
48
An empirical comparison of default risk forecasts from alternative credit rating philosophies
Rösch, Daniel
- In:
International journal of forecasting
21
(
2005
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10002547096
Saved in:
49
Was leisten Trennschärfemaße für Ratingsysteme?
Blochwitz, Stefan
;
Hamerle, Alfred
;
Hohl, Stefan
; …
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
57
(
2004
)
22
,
pp. 1275-1278
Persistent link: https://www.econbiz.de/10002432321
Saved in:
50
Risikofaktoren und Korrelatioen für Bonitätsveränderungen
Hamerle, Alfred
;
Rösch, Daniel
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
55
(
2003
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001756125
Saved in:
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