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Credit risk meets random matrices : coping with non-stationary asset correlations
Mühlbacher, Andreas, (2018)
Bewertung von Kreditrisiko bei unvollständiger Information : Zahlungsunfähigkeit, optimale Kapitalstruktur und Agencykosten
Thabe, Tim, (2007)
Two-step cross-validation selection method for partially linear models
Avramidis, Panagiotis, (2003)
Migration in structural credit rating models
Avramidis, Panagiotis, (2010)
Calculating systemic risk capital: A factor model approach
Avramidis, Panagiotis, (2015)