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Die Auswirkung von Schätz- und Datenunsicherheiten auf die Risikokennzahlen im Kreditrisiko
Fink, Stefan Konrad - 2011
Persistent link: https://www.econbiz.de/10009487509
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Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen
Eller, Roland (ed.); Gruber, Walter (ed.); Reif, Markus (ed.) - 1999 - 1. Auflage
Persistent link: https://www.econbiz.de/10001379221
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Kapitalmarktmodelle und Aktienbewertung : eine statistisch-ökonometrische Analyse
Kosfeld, Reinhold - 1996
Persistent link: https://www.econbiz.de/10000947025
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Empirische Untersuchung der Zeitstruktur des Zinssatzes
Röhrs, Michael - 1994
Persistent link: https://www.econbiz.de/10013360868
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Exact tests and confidence sets for the tail coefficient of α-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
statistische Theorie für die Monte-Carlo-Methode wird abgeleitet. Anhand einer Simulationsuntersuchung wird die Effizienz von … of confidence interval for estimates is usually based. Statistical theory for the MC method is given. A simulation study … compares the efficiency of our estimate with the Hill estimate (Hill, 1975). Construction of significance level based on the MC …
Persistent link: https://www.econbiz.de/10011432250
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Exact tests and confidence sets for the tail coefficient of α-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
of confidence interval for estimates is usually based. Statistical theory for the MC method is given. A simulation study … compares the efficiency of our estimate with the Hill estimate (Hill, 1975). Construction of significance level based on the MC … implementation of our estimation and test procedure. It turns out that our estimate can improve the efficiency of any estimator for a …
Persistent link: https://www.econbiz.de/10001818512
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On the Possibility of Pareto-Improving Pension Reform
Damjanovic, Tatiana - 2010
The aim of this paper is twofold. First, it provides a simple framework for the analyses of the transitions between two steady states with different fiscal policies. This allows us to clarify the existing results on the possibility of Pareto-improving transitions from pay-as-you-go to fully...
Persistent link: https://www.econbiz.de/10014054694
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Essays on spatial econometrics : Hodges-Lehmann estimators and hospital efficiency
Strumann, Christoph - 2013
Persistent link: https://www.econbiz.de/10010212557