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person:"Huschens, Stefan"
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Search: subject_exact:"Estimation theory"
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Estimation theory
19
Schätztheorie
19
Theorie
18
Theory
18
Credit risk
7
Kreditrisiko
7
Bank risk
6
Bankrisiko
6
Risikomaß
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3
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Huschens, Stefan
Phillips, Peter C. B.
298
Pesaran, M. Hashem
184
Gao, Jiti
163
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
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Dresdner Beiträge zu quantitativen Verfahren
10
Diskussionsschriften / Universität Heidelberg, Wirtschaftswissenschaftliche Fakultät
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Grundlagen der Statistik und ihre Anwendungen : Festschrift für Kurt Weichselberger
1
Kredit und Kapital
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Risk management : challenge and opportunity ; with 125 tables
1
Statistical papers
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ECONIS (ZBW)
19
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1
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
3
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
4
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
5
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
6
Estimation of default probabilities and default correlations
Huschens, Stefan
;
Vogl, Konstantin
;
Wania, Robert
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 239-258)
.
2005
Persistent link: https://www.econbiz.de/10002447683
Saved in:
7
Estimation of default probabilities and default correlations
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10013441061
Saved in:
8
Historische Simulation
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981526
Saved in:
9
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
10
Messung des besonderen Kursrisikos durch Varianzzerlegung
Huschens, Stefan
- In:
Kredit und Kapital
31
(
1998
)
4
,
pp. 567-591
Persistent link: https://www.econbiz.de/10001255167
Saved in:
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