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~subject:"Credit risk"
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A comparison of parametric and...
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Credit risk
Australia
92
Australien
88
Börsenkurs
69
Share price
65
Schätzung
61
Estimation
59
Theorie
51
Theory
51
Volatility
50
Volatilität
50
Risikomaß
46
Risk measure
43
Kapitaleinkommen
36
Time series analysis
36
Zeitreihenanalyse
36
Großbritannien
35
Capital income
34
Portfolio-Management
34
Portfolio selection
33
United Kingdom
32
Welt
32
Finanzkrise
31
Kreditrisiko
29
World
29
Financial crisis
28
ARCH model
27
ARCH-Modell
27
Prognoseverfahren
27
Forecasting model
25
USA
25
United States
24
Aktienmarkt
23
Stock market
23
Arbeitsmobilität
21
Labour mobility
21
Estimation theory
20
Schätztheorie
20
Japan
19
Nichtparametrisches Verfahren
19
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Free
23
Undetermined
3
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Book / Working Paper
26
Article
8
Type of publication (narrower categories)
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Working Paper
17
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Book section
1
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Language
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English
29
Undetermined
5
Author
All
Allen, David E.
28
Powell, Robert
15
McAleer, Michael
13
Singh, Abhay Kumar
8
Chang, Chia-Lin
6
Powell, Robert J.
6
Allen, David
5
Kramadibrata, Akhmad
3
Kramadibrata, Akhmad R.
3
Morkel-Kingsbury, Nigel
2
Powell, R. J.
2
Singh, Abhay
2
Thomas, Lyn C.
2
Allen, David Edmund
1
Boffey, R. R.
1
Boffey, Ray
1
Chandra, Mahendra
1
Kumar-Singh, Abhay
1
Singh, Abhay K.
1
Yong, Jaime Li Ping
1
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Institution
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Department of Economics and Finance, College of Business and Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Tinbergen Instituut
1
Published in...
All
School of Accounting, Finance and Economics & FEMARC working paper series
11
Discussion paper / Tinbergen Institute
2
Documentos de Trabajo del ICAE
2
Econometric Institute research papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics letters
1
Australian journal of management
1
European journal of operational research : EJOR
1
International review of financial analysis
1
The North American Journal of Economics and Finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The VaR implementation handbook
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Working Papers in Economics
1
Working paper
1
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ECONIS (ZBW)
28
RePEc
5
EconStor
1
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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
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:
9
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
10
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
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