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Search: person:"Giese, Götz"
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Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
Munk, Axel
;
Stockis, Jean-Pierre
;
Valeinis, Janis
; …
- In:
Annals of the Institute of Statistical Mathematics
63
(
2011
)
5
,
pp. 939-959
Persistent link: https://www.econbiz.de/10009325288
Saved in:
2
Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
Munk, Axel
;
Stockis, Jean-Pierre
;
Valeinis, Janis
; …
- In:
Annals of the Institute of Statistical Mathematics : AISM
63
(
2011
)
5
,
pp. 939-960
Persistent link: https://www.econbiz.de/10009187481
Saved in:
3
Praktische Aspekte der Kreditrisikomodellierung
Ebmeyer, Dirk
;
Giese, Götz
- In:
Handbuch ökonomisches Kapitel
,
(pp. 433-452)
.
2008
Persistent link: https://www.econbiz.de/10003752364
Saved in:
4
Dependent risk factors
Giese, Götz
- In:
CreditRisk+ in the banking industry
,
(pp. 153-165)
.
2004
Persistent link: https://www.econbiz.de/10002108699
Saved in:
5
Enhanced CreditRisk+
Giese, Götz
- In:
CreditRisk+ in the banking industry
,
(pp. 79-90)
.
2004
Persistent link: https://www.econbiz.de/10002108695
Saved in:
6
Credit portfolio modelling: Enhancing CreditRisk+ The CreditRisk+ model is suffering from the restriclive assumption of sector independence. Moreover, the recursion relation for ca...
Giese, Götz
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
4
,
pp. 73-78
Persistent link: https://www.econbiz.de/10007032782
Saved in:
7
Equity risk management: Changing history - How to adjust historical simulation to situations where the observed time series of market prices is either not representative or too sho...
Giese, Götz
;
Heim, Udo
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
7
,
pp. 91-94
Persistent link: https://www.econbiz.de/10007042216
Saved in:
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