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Estimation theory
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Cook, Steven
6
Vougas, Dimitrios V.
5
Agiakloglou, Christos N.
4
Sarmiento, Camilo
4
Turner, Paul
4
Aoki, Takaaki
3
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Applied economics letters
Journal of econometrics
1,764
Economics letters
1,047
SpringerLink / Bücher
781
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
640
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NBER Working Paper
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Discussion paper / Tinbergen Institute
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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
329
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324
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Finance research letters
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Gabler Edition Wissenschaft
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Applied economics
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Journal of applied econometrics
227
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
227
Cowles Foundation discussion paper
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Economic modelling
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Discussion paper / Center for Economic Research, Tilburg University
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
203
Oxford bulletin of economics and statistics
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IMF Working Papers
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IMF Staff Country Reports
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Working paper series
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International journal of forecasting
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175
Journal of financial stability
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ECONIS (ZBW)
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1
A Bayesian approach to building robust structural credit default models
Simonian, Joseph
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1397-1400
Persistent link: https://www.econbiz.de/10009348000
Saved in:
2
Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 555-558
Persistent link: https://www.econbiz.de/10012205727
Saved in:
3
Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis
Iazzolino, Gianpaolo
;
Bruni, Maria Elena
;
Beraldi, Patrizia
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1310-1317
Persistent link: https://www.econbiz.de/10010201593
Saved in:
4
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
5
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
6
Cost-efficiency and bank profitability during health crisis
Taylor, Daniel
;
Sarpong, Bernard
;
Yaa Cudjoe, Eunice
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 732-737
Persistent link: https://www.econbiz.de/10014557852
Saved in:
7
Does the country's institutional quality enhance the role of risk governance in preventing bank risk?
Quang Khai Nguyen
;
Dang Van Cuong
- In:
Applied economics letters
30
(
2023
)
6
,
pp. 850-853
Persistent link: https://www.econbiz.de/10013554031
Saved in:
8
Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Lu, Su-Lien
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1143-1148
Persistent link: https://www.econbiz.de/10003886672
Saved in:
9
Pricing delinquent mortgages
Sarmiento, Camilo
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1313-1317
Persistent link: https://www.econbiz.de/10003894192
Saved in:
10
Basel II and bank bankruptcy analysis
Chiu, Yung-ho
;
Chen, Yu Chuan
;
Hung, Yu Han
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1843-1847
Persistent link: https://www.econbiz.de/10003932536
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