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Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel - 2003
Persistent link: https://www.econbiz.de/10001827234
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Forecasting Industry Sector Default Rates through Dynamic Factor Models
Missaglia, Giuseppe - 2009
Factor model, DF, to a large dataset of default rates proxies and macrovariables for Italy. Multi step ahead density and …
Persistent link: https://www.econbiz.de/10013159689
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Forecasting Industry Sector Default Rates through Dynamic Factor Models
Missaglia, Giuseppe - 2009
Factor model, DF, to a large dataset of default rates proxies and macrovariables for Italy. Multi step ahead density and …
Persistent link: https://www.econbiz.de/10013159697
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Dynamic modeling of credit portfolio risk with time-discrete Hzard rates
Hamerle, Alfred - 2002
Persistent link: https://www.econbiz.de/10013408266
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Health-orientation and socio-demographic characteristics as determinants of fish consumption
Samoggia, Antonella; Castellini, Alessandra - In: Journal of international food & agribusiness marketing … 30 (2018) 3, pp. 211-226
Persistent link: https://www.econbiz.de/10011965818
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Performanceanalyse als Steuerungsinstrument im Wertpapier-Managementprozess
Wolfert, Frank - 2003
Persistent link: https://www.econbiz.de/10001724896
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Planning strategic decisions via data envelopment and entropy analysis
Velayas, James M.; Levary, Reuven R. - In: Advances in mathematical programming and financial … 5 (1999), pp. 171-193
Persistent link: https://www.econbiz.de/10001438998
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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Multilevel mixture factor models for the evaluation of educational programs' effectiveness
Varriale, Roberta; Giusti, Caterina - In: Statistical methods for the evaluation of educational …, (pp. 81-98). 2009
Persistent link: https://www.econbiz.de/10003974721
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - 2012
methodology is applied to monthly interest rates for four southern European countries: Greece, Italy, Portugal and Spain from the …
Persistent link: https://www.econbiz.de/10009577030