//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Allen, David E."
~subject:"Kreditrisiko"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Risikomaß
44
Risk measure
42
Time series analysis
36
Zeitreihenanalyse
36
Schätzung
24
Volatilität
24
Volatility
23
Estimation
22
Credit risk
19
ARCH model
16
ARCH-Modell
16
Börsenkurs
15
Australia
14
Australien
14
Financial crisis
14
Finanzkrise
14
Prognoseverfahren
14
Forecasting model
13
Share price
13
Theorie
13
Theory
13
Kapitaleinkommen
11
Capital market returns
10
Großbritannien
10
Kapitalmarktrendite
10
Portfolio-Management
10
United Kingdom
10
Capital income
9
Nichtparametrisches Verfahren
9
Portfolio selection
9
Estimation theory
8
Nonparametric statistics
8
Risk management
8
Schätztheorie
8
Aktienindex
7
Basel Accord
7
Basler Akkord
7
Exchange rate
7
Spillover-Effekt
7
more ...
less ...
Online availability
All
Free
13
Undetermined
1
Type of publication
All
Book / Working Paper
14
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Author
All
Allen, David E.
Lucas, André
15
Powell, Robert
12
Härdle, Wolfgang
11
Koopman, Siem Jan
10
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
5
Rüschendorf, Ludger
5
Scheicher, Martin
5
Schmieder, Christian
5
Shin, Hyun Song
5
Singh, Abhay Kumar
5
Sironi, Andrea
5
Vanduffel, Steven
5
Vilsmeier, Johannes
5
Bosma, Jakob
4
Brady, Brooks
4
Broll, Udo
4
Brož, Václav
4
Chang, Chia-Lin
4
Gagliardini, Patrick
4
more ...
less ...
Published in...
All
School of Accounting, Finance and Economics & FEMARC working paper series
7
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Australian journal of management
1
European journal of operational research : EJOR
1
The North American journal of economics and finance : a journal of financial economics studies
1
The VaR implementation handbook
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->