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~person:"McAleer, Michael"
~person:"Rösch, Daniel"
~person:"Scheule, Harald"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
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Basel Accord
18
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12
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McAleer, Michael
Rösch, Daniel
Scheule, Harald
Wang, Junbo
5
Shahzad, Syed Jawad Hussain
4
Wu, Chunchi
4
Creal, Drew
3
Düllmann, Klaus
3
Gauthier, Geneviève
3
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Koopman, Siem Jan
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Lee, Yong Woong
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3
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Schuermann, Til
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Jahel, Lina el
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Journal of banking & finance
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European journal of operational research : EJOR
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International journal of forecasting
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Journal of risk
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
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:
3
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
4
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
5
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:
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