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~language:"eng"
~person:"Allen, David E."
~person:"Koopman, Siem Jan"
~subject:"Kreditrisiko"
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Kreditrisiko
Time series analysis
255
Zeitreihenanalyse
255
Theorie
133
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133
State space model
90
Zustandsraummodell
90
Schätzung
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Allen, David E.
Koopman, Siem Jan
Lucas, André
15
Powell, Robert
12
Härdle, Wolfgang
11
Rösch, Daniel
10
Fermanian, Jean-David
9
McAleer, Michael
9
Witzany, Jiří
9
Düllmann, Klaus
8
Scheule, Harald
8
Saunders, Anthony
7
Scaillet, Olivier
7
Farkas, Walter
6
Roszbach, Kasper
6
Adrian, Tobias
5
Allen, Linda
5
Altman, Edward I.
5
Bernard, Carole
5
De Jonghe, Olivier
5
Duellmann, Klaus
5
Fischer, Matthias
5
Gouriéroux, Christian
5
Koch Medina, Pablo
5
Kupiec, Paul H.
5
Raupach, Peter
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Rüschendorf, Ludger
5
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Schmieder, Christian
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5
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4
Brady, Brooks
4
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4
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Chang, Chia-Lin
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Discussion paper / Tinbergen Institute
10
School of Accounting, Finance and Economics & FEMARC working paper series
7
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Australian journal of management
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ECONIS (ZBW)
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Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003759999
Saved in:
2
Transitional credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10003889276
Saved in:
3
Industry market value at risk in Australia
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477132
Saved in:
4
CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10008667291
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
7
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
8
The fluctuating default risk of Australian banks
Allen, David E.
;
Powell, Robert
- In:
Australian journal of management
37
(
2012
)
2
,
pp. 297-325
Persistent link: https://www.econbiz.de/10009630156
Saved in:
9
Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410470
Saved in:
10
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
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