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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Modeling dependencies with copulae
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009
Persistent link: https://www.econbiz.de/10003745932
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Risk measurement with spectral capital allocation
Overbeck, Ludger; Sokolova, Maria - In: Applied quantitative finance, (pp. 139-159). 2009
Persistent link: https://www.econbiz.de/10003746012
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Numerics of implied binomial trees
Härdle, Wolfgang; Mysicková, Alena - In: Applied quantitative finance, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003746028
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A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
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Risk measurement with spectral capital allocation
Overbeck, Ludger; Sokolova, M. - In: Applied quantitative finance, (pp. 93-111). 2017
Persistent link: https://www.econbiz.de/10011794955
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Stress testing in credit portfolio models
Kalkbrener, M.; Overbeck, Ludger - In: Applied quantitative finance, (pp. 153-176). 2017
Persistent link: https://www.econbiz.de/10011794959
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger; Wagner, Christoph - In: Applied quantitative finance, (pp. 207-221). 2017
Persistent link: https://www.econbiz.de/10011794963
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Credit rating score analysis
Härdle, Wolfgang; Phoon, K.P.; Lee, D.K.C. - In: Applied quantitative finance, (pp. 223-244). 2017
Persistent link: https://www.econbiz.de/10011794964
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Time varying quantile Lasso
Härdle, Wolfgang; Wang, Weining; Zboňáková, L. - In: Applied quantitative finance, (pp. 331-353). 2017
Persistent link: https://www.econbiz.de/10011794971