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~person:"McAleer, Michael"
~person:"Monfort, Alain"
~person:"Rösch, Daniel"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Risk measure
Credit risk
51
Kreditrisiko
51
Theorie
19
Theory
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Basel Accord
17
Basler Akkord
17
Insolvency
13
Insolvenz
13
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Bank lending
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Aufsatz in Zeitschrift
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McAleer, Michael
Monfort, Alain
Rösch, Daniel
Fischer, Matthias
5
Grundke, Peter
5
Allen, David E.
4
Fermanian, Jean-David
4
Lee, Yong Woong
4
Bernard, Carole
3
Farkas, Walter
3
Ho, Kung-Cheng
3
Jarrow, Robert A.
3
Koch Medina, Pablo
3
Kupiec, Paul H.
3
Löderbusch, Matthias
3
Lütkebohmert-Holtz, Eva
3
Maciag, Jakob
3
Rutkowski, Marek
3
Rüschendorf, Ludger
3
Scheule, Harald
3
Vanduffel, Steven
3
Altman, Edward I.
2
Ammari, Mustapha
2
Barry, Peter J.
2
Cai, Jun
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Chamizo, Álvaro
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Di Clemente, Annalisa
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2
Guhr, Thomas
2
Han, Chulwoo
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European journal of operational research : EJOR
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the Operational Research Society : OR
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
6
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1
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
2
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Saved in:
3
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
4
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
6
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
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