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~isPartOf:"Applied economics letters"
~isPartOf:"European journal of operational research : EJOR"
~person:"Rösch, Daniel"
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Credit risk
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Rösch, Daniel
Crook, Jonathan N.
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Goerigk, Marc
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Escudero, Laureano F.
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Applied economics letters
European journal of operational research : EJOR
Journal of banking & finance
7
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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HKIMR working paper
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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
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Wiley and SAS business series
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
2
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
3
Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
Saved in:
4
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
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