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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"Credit risk"
~type_genre:"Collection of articles written by one author"
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Time series analysis
Credit risk
Theorie
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Overbeck, Ludger
3
Duan, Jin-Chuan
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Elagin, Mstislav
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Frisch, Christoph
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Huschens, Stefan
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Härdle, Wolfgang
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Höse, Steffi
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Applied quantitative finance
The credit derivatives handbook : global perspectives, innovations, and market drivers
11
Handbook of financial time series
10
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
The Oxford handbook of credit derivatives
9
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Credit risk : models, derivatives, and management
6
CreditRisk+ in the banking industry
6
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Handbook of econometrics ; Vol. 2
5
Kreditrisikomanagement : Portfoliomodelle und Derivate
5
Kreditrisikomessung und Kreditrisikomanagement
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
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
5
Progress in financial markets research
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometric analysis of financial and economic time series ; part B
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
On testing and forecasting in fractionally integrated time series models
4
Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
4
PhD thesis / Department of Economics, University of Aarhus
4
Risk management decisions and value under uncertainty
4
Statistical methods in finance
4
Statistical properties of GARCH processes
4
The handbook of structured finance
4
Umeå economic studies
4
Valuation, financial modeling, and quantitative tools
4
Advanced bond portfolio management : best practices in modeling and strategies
3
Advanced mathematical methods for finance
3
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
3
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
2
Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
Saved in:
3
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
4
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
5
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
6
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
7
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
8
Cross- and autocorrelation in multi-period credit portfolio models
Wagner, Christoph K. J.
- In:
Applied quantitative finance
,
(pp. 125-138)
.
2009
Persistent link: https://www.econbiz.de/10003746011
Saved in:
9
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
10
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
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