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Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10013441119
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Predicting the credit cycle with an autoregressive model
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10013441120
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Confidence intervals for the value-at-risk
Huschens, Stefan - In: Risk measurement, econometrics and neural networks : …, (pp. 233-244). 1998
Persistent link: https://www.econbiz.de/10001305346
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961723
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Sensitivities and worst-case correlations for hitting probabilities of portfolio tranches
Huschens, Stefan; Lehmann, Christoph; Tillich, Daniel - In: The journal of risk model validation 4 (2010/11) 1, pp. 49-69
Persistent link: https://www.econbiz.de/10003971975
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Stochastic orders and non-Gaussian risk factor models
Höse, Steffi; Huschens, Stefan - In: Review of managerial science 7 (2013) 2, pp. 99-140
Persistent link: https://www.econbiz.de/10009717183
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - In: Operations research proceedings 2010 : selected papers …, (pp. 111-116). 2011
Persistent link: https://www.econbiz.de/10009270870
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Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance, (pp. 105-123). 2009
Persistent link: https://www.econbiz.de/10003746005
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Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan - 1999
Persistent link: https://www.econbiz.de/10001425947
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Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan - 2000
Persistent link: https://www.econbiz.de/10001558047