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Applied quantitative finance
SFB 649 Discussion Paper
189
SFB 649 discussion paper
186
Discussion papers of interdisciplinary research project 373
57
SFB 649 Discussion Papers
57
IRTG 1792 Discussion Paper
50
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
CORE discussion paper : DP
30
Discussion paper / A
22
IRTG 1792 discussion paper
15
Journal of econometrics
9
Econometric theory
8
Discussion paper / Center for Economic Research, Tilburg University
7
SFB 373 Discussion Paper
7
Universitext
7
Quantitative finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of empirical finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of the American Statistical Association : JASA
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SFB 373 Discussion Papers
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Frankfurt School - Working Paper Series
3
International journal of theoretical and applied finance
3
Journal of financial econometrics
3
Journal of forecasting
3
Kredit und Kapital
3
Statistical tools for finance and insurance
3
The European journal of finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
CFS Working Paper Series
2
Chapman & Hall/CRC financial mathematics series
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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DIW Discussion Papers
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Digital finance : smart data analytics, investment innovation, and financial technology
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ECONIS (ZBW)
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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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
7
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
Saved in:
8
Dynamic topic modelling for cryptocurrency community forums
Linton, M.
;
Teo, Ernie Gin Swee
;
Bommes, Elisabeth
; …
- In:
Applied quantitative finance
,
(pp. 355-372)
.
2017
Persistent link: https://www.econbiz.de/10011794972
Saved in:
9
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
Saved in:
10
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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