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Forecasting model
Kreditrisiko
72
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60
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39
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38
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27
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27
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27
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Scheule, Harald
12
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9
Luong, Thi Mai
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European journal of operational research : EJOR
4
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ECONIS (ZBW)
14
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1
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Saved in:
2
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian
;
Mursajew, Olga
;
Rösch, Daniel
; …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
Saved in:
3
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
4
Forecasting mortgage securitization risk under systematic risk and parameter uncertainty
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
3
,
pp. 563-586
Persistent link: https://www.econbiz.de/10010406758
Saved in:
5
Credit portfolio loss forecasts for economic downturns
Rösch, Daniel
;
Scheule, Harald
- In:
Financial markets, institutions & instruments
18
(
2009
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003828050
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6
Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
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7
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
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8
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
9
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
10
Prognose von Kreditausfallrisiken
Scheule, Harald
-
2003
Persistent link: https://www.econbiz.de/10013427344
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