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subject:"Simulation"
subject:"Theory"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Working paper series"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Simulation
Theory
Estimation theory
106
Schätztheorie
106
Theorie
68
Time series analysis
23
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23
Credit risk
9
Kreditrisiko
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Kohn, Robert
16
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15
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10
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8
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7
Wand, M. P.
6
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5
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5
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4
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3
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2
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2
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2
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2
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2
Schipp, Bernd
2
Shively, Thomas S.
2
Tan, Randolph Gee Kwang
2
Tharm, David
2
Tillich, Daniel
2
Vogl, Konstantin
2
Wania, Robert
2
Barbour, A. D.
1
Barnett, Glen
1
Brannman, Lance Eric
1
Donald, Margaret R.
1
Fan, Jianqing
1
Gay, Roger
1
George, Karen J.
1
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1
Hall, Peter
1
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1
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1
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1
Loi Soh Loi
1
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1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
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Dresdner Beiträge zu quantitativen Verfahren
Working paper series
Série des documents de travail / Centre de Recherche en Économie et Statistique
154
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
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82
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82
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77
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59
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38
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35
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34
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33
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28
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25
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25
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25
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24
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22
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21
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20
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19
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19
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18
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1
A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
-
2017
Persistent link: https://www.econbiz.de/10013441258
Saved in:
2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441253
Saved in:
3
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
-
2016
Persistent link: https://www.econbiz.de/10013441254
Saved in:
4
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
5
BLUEs for default probabilities
Vogl, Konstantin
;
Wania, Robert
-
2004
Persistent link: https://www.econbiz.de/10013441062
Saved in:
6
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
7
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
8
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
9
Estimation of default probabilities and default correlations
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10013441061
Saved in:
10
Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert
;
Marron, James Stephen
;
Yau, Paul
-
1999
Persistent link: https://www.econbiz.de/10001415005
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