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Diebold, Francis X.
46
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34
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Robert, Christian P.
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Saunders, Anthony
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Center for Economic Research <Tilburg>
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Société Française de Statistique
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Journal of banking & finance
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NBER Working Paper
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NBER working paper series
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125
Economics letters
112
European journal of operational research : EJOR
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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SpringerLink / Bücher
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International journal of theoretical and applied finance
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Journal of econometrics
81
The journal of credit risk : published quarterly by Incisive Media
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Discussion paper / Tinbergen Institute
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Europäische Hochschulschriften / 5
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Risks : open access journal
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Springer-Lehrbuch
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Finance research letters
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Journal of financial economics
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Finance and stochastics
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Journal of economic dynamics & control
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The journal of fixed income
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Finance and economics discussion series
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Discussion papers / CEPR
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CORE discussion paper : DP
41
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Journal of financial stability
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Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Econometric theory
37
Economic modelling
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Working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
14,768
BASE
1
RePEc
1
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1
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1
Konzeptionelle und statistische Grundlagen der portfolioorientierten Kreditrisikomessung
Huschens, Stefan
;
Locarek-Junge, Hermann
-
2000
Persistent link: https://www.econbiz.de/10001467735
Saved in:
2
Kreditrisikomessung : statistische Grundlagen, Methoden und Modellierung ; mit 21 Tabellen
Henking, Andreas
;
Bluhm, Christian
;
Fahrmeir, Ludwig
-
2006
Persistent link: https://www.econbiz.de/10003280572
Saved in:
3
Rank-order statistics for validating discriminative power of credit risk models
Prorokowski, Lukasz
- In:
Bank i kredyt
47
(
2016
)
3
,
pp. 227-250
Persistent link: https://www.econbiz.de/10011532649
Saved in:
4
Machine learning in credit risk : measuring the dilemma between prediction and supervisory cost
Alonso, Andrés
;
Carbó, José Manuel
-
2020
Persistent link: https://www.econbiz.de/10012491781
Saved in:
5
Extended saddlepoint methods for credit risk
measurement
García-Céspedes, Rúben
;
Moreno, Manuel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011656202
Saved in:
6
Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 366-376
Persistent link: https://www.econbiz.de/10012015040
Saved in:
7
Credit-risk modelling : theoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python
Bolder, David Jamieson
-
2018
Persistent link: https://www.econbiz.de/10011890346
Saved in:
8
Einführung in die Finanzstatistik : Marktrisiken verstehen und Modellparameter schätzen
Weißbach, Rafael
-
2019
Persistent link: https://www.econbiz.de/10011961478
Saved in:
9
Rating mittels statistischer neuronaler Netze : theoretische Relevanz, Abgrenzung und Anwendungspotential eines neuen Ansatzes zur Prognose von Finanzkrisen
Menck, Kai-Peter
-
2001
Persistent link: https://www.econbiz.de/10001561563
Saved in:
10
European banks and the creditmetrics model: can we make its implementation easier?
Resti, Andrea
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 353-375)
.
2000
Persistent link: https://www.econbiz.de/10001485054
Saved in:
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