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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961431
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Risikoabschätzung durch historische Simulation
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961433
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961723
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Consensus information and consensus rating : a note on methodological problems of rating aggregation
Lehmann, Christoph; Tillich, Daniel - 2014
Persistent link: https://www.econbiz.de/10010519321
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Country default probabilities : assessing and backtesting
Huschens, Stefan; Karmann, Alexander; Maltritz, Dominik; … - 2006
Persistent link: https://www.econbiz.de/10003391283
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Faktorstruktur und Marktmodelle
Huschens, Stefan - 2004
Persistent link: https://www.econbiz.de/10003642153
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Simultane Validierung von Ausfallwahrscheinlichkeiten
Henking, Andreas - 2004
Persistent link: https://www.econbiz.de/10002140903
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998
Persistent link: https://www.econbiz.de/10001422900
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Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan - 1999
Persistent link: https://www.econbiz.de/10001425944
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Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan - 1999
Persistent link: https://www.econbiz.de/10001425947