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A new framework for examining creditworthiness of borrowers : the mover-stayer model with covariate and macroeconomic effects

Frydman, Halina; Matuszyk, Anna; Li, Chang; Zhu, Weicheng - In: Quantitative finance 21 (2021) 9, pp. 1491-1499

Persistent link: https://www.econbiz.de/10012624150

Demand estimation from sales transaction data : practical extensions

Remenyi, Norbert; Luo, Xiaodong - In: Journal of revenue and pricing management 20 (2021) 3, pp. 276-300

Persistent link: https://www.econbiz.de/10012549332

An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion

Tzougas, George; Karlis, Dimitris - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 555-583

Persistent link: https://www.econbiz.de/10012243386

An extended likelihood framework for modelling discretely observed credit rating transitions

Pfeuffer, Marius; Möstel, Linda; Fischer, Matthias - In: Quantitative finance 19 (2019) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10012194622

The endo-exo problem in high frequency financial price fluctuations and rejecting criticality

Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier - In: Quantitative finance 19 (2019) 7, pp. 1165-1178

Persistent link: https://www.econbiz.de/10012194752

Multivariate Cox Hidden Markov models with an application to operational risk

Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: Scandinavian actuarial journal 2019 (2019) 8, pp. 686-710

Persistent link: https://www.econbiz.de/10012194991

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - 2020

The statistical estimate of the branching ratio η of the Hawkes model, when fitted to windows of mid-price changes, has been reported to approach criticality (η = 1) as the fitting window becomes large. In this study -- using price changes from the EUR/USD currency pair traded on the...

Persistent link: https://www.econbiz.de/10012219363

Process capability analysis for manufacturing processes based on the truncated data from supplier products

Yang, Jun; Meng, Fanbing; Huang, Shuo; Cui, Yanhe - In: International journal of production research 58 (2020) 20, pp. 6235-6251

Persistent link: https://www.econbiz.de/10012315402

Estimating high dimensional multivariate stochastic volatility models

Pelagatti, Matteo; Sbrana, Giacomo - 2020

Persistent link: https://www.econbiz.de/10012318391

Die Konstruktion von Dienstleistungskarten mit Open Data am Beispiel des lokalen Bedarfs an Kinderbetreuung in Berlin

Rendtel, Ulrich; Ruhanen, Milo - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 12 (2018) 3/4, pp. 271-284

Persistent link: https://www.econbiz.de/10012012627