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~subject:"Kreditrisiko"
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Kreditrisiko
Australia
106
Australien
102
Börsenkurs
76
Share price
72
Schätzung
62
Theorie
61
Theory
61
Estimation
60
Volatility
51
Volatilität
51
Risikomaß
46
Risk measure
43
Time series analysis
40
Zeitreihenanalyse
40
Großbritannien
37
Kapitaleinkommen
36
Portfolio-Management
35
Welt
35
Capital income
34
Credit risk
34
Portfolio selection
34
United Kingdom
34
Finanzkrise
32
World
32
Financial crisis
29
USA
29
ARCH model
28
ARCH-Modell
28
Prognoseverfahren
28
United States
28
Aktienmarkt
26
Forecasting model
26
Stock market
26
Japan
22
Arbeitsmobilität
21
Labour mobility
21
Aktienindex
20
Estimation theory
20
Schätztheorie
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20
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7
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Working Paper
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Graue Literatur
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Non-commercial literature
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English
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Allen, David E.
28
Powell, Robert
14
McAleer, Michael
8
Singh, Abhay Kumar
8
Chang, Chia-Lin
5
Powell, Robert J.
5
Kramadibrata, Akhmad
3
Kramadibrata, Akhmad R.
3
Morkel-Kingsbury, Nigel
2
Powell, R. J.
2
Thomas, Lyn C.
2
Allen, David
1
Boffey, R. R.
1
Boffey, Ray
1
Chandra, Mahendra
1
Kumar-Singh, Abhay
1
Singh, Abhay
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Yong, Jaime Li Ping
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School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Finance and Business Economics <Perth, Western Australia>
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School of Accounting, Finance and Economics & FEMARC working paper series
11
Discussion paper / Tinbergen Institute
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 : a journal of financial economics studies
1
The VaR implementation handbook
1
Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
28
EconStor
1
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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
(
contributor
);
Allen, David E.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455847
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2
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:
3
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:
4
Industry market value at risk in Australia
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477132
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5
CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10008667291
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/10009744769
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/10009724823
Saved in:
8
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:
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
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