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Comparing the accuracy of default predictions in the rating industry : the case of Moody's vs. S&P
Krämer, Walter; Güttler, André - 2003
Persistent link: https://www.econbiz.de/10001813471
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter - 2003
Persistent link: https://www.econbiz.de/10001813489
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Statistische Besonderheiten von Finanzmarktdaten
Krämer, Walter - 2000
Persistent link: https://www.econbiz.de/10001574290
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Qualitätsvergleiche bei Kreditausfallprognosen
Krämer, Walter - 2004
Persistent link: https://www.econbiz.de/10001982161
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Die Bewertung und der Vergleich von Kreditausfall-Prognosen
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742198
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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742242
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On the ordering of probability forecasts
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742271
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The robustness of the F-test to spatial autocorrelation among regression disturbances
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742293
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Comparing default predictions in the rating industry for different sets of obligors
Krämer, Walter; Neumärker, Simon - 2016
Persistent link: https://www.econbiz.de/10011437680