//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Credit risk"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Linear algebra"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Statistical distribution
Linear algebra
115
Lineare Algebra
113
Theorie
58
Theory
58
Correlation
31
Korrelation
31
Estimation theory
25
Schätztheorie
25
Time series analysis
18
Zeitreihenanalyse
18
Portfolio selection
13
Portfolio-Management
13
Markov chain
10
Markov-Kette
10
Stochastic process
10
Stochastischer Prozess
10
Mathematical programming
9
Mathematische Optimierung
9
Analysis of variance
8
Operations Research
8
Operations research
8
Varianzanalyse
8
Factor analysis
7
Faktorenanalyse
7
Random matrix theory
7
Statistische Verteilung
7
Autocorrelation
6
Autokorrelation
6
Input-Output-Analyse
6
Input-output analysis
6
Cluster analysis
5
Clusteranalyse
5
Correlation matrix
5
Statistical theory
5
Statistische Methodenlehre
5
Volatility
5
Volatilität
5
Graph theory
4
Graphentheorie
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
4
Book section
4
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
9
German
1
Author
All
Liu, Shuangzhe
2
Neudecker, Heinz
2
Alexander, Carol
1
Avramidis, Panagiotis
1
Cerovac, Saša
1
Chen, Jiaqi
1
Fan, Jianqing
1
Grundke, Peter
1
Ivičić, Lana
1
Jondeau, Eric
1
Jurczenko, Emmanuel
1
Liao, Yuan
1
Liu, Han
1
Meng, Xiaochun
1
Rockinger, Michael
1
Wei, Wei
1
Yang, Xinxin
1
Zheng, Xinghua
1
Zitelli, G. L.
1
more ...
less ...
Published in...
All
Statistical papers
2
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
European journal of operational research : EJOR
1
Financial theory and practice
1
International journal of banking, accounting and finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Quantitative finance
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Targeting Kollo skewness with random orthogonal matrix simulation
Alexander, Carol
;
Meng, Xiaochun
;
Wei, Wei
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 362-376
Persistent link: https://www.econbiz.de/10013206991
Saved in:
2
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
3
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
4
Moment component analysis : an illustration with international stock markets
Jondeau, Eric
;
Jurczenko, Emmanuel
;
Rockinger, Michael
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 576-598
Persistent link: https://www.econbiz.de/10012249215
Saved in:
5
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Saved in:
6
Migration in structural credit rating models
Avramidis, Panagiotis
- In:
International journal of banking, accounting and finance
2
(
2010
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10003964032
Saved in:
7
Credit risk assessment of corporate sector in Croatia
Ivičić, Lana
;
Cerovac, Saša
- In:
Financial theory and practice
33
(
2009
)
4
,
pp. 373-399
Persistent link: https://www.econbiz.de/10009410911
Saved in:
8
Die Messung der Kreditportfoliorisiken bei Banken
Grundke, Peter
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
37
(
2008
)
4
,
pp. 538-550
Persistent link: https://www.econbiz.de/10003683983
Saved in:
9
Some statistical properties of Hadamard products of random matrices
Neudecker, Heinz
;
Liu, Shuangzhe
- In:
Statistical papers
42
(
2001
)
4
,
pp. 475-487
Persistent link: https://www.econbiz.de/10001615632
Saved in:
10
Statistical properties of the Hadamard product of random vectors
Neudecker, Heinz
;
Liu, Shuangzhe
- In:
Statistical papers
42
(
2001
)
4
,
pp. 529-533
Persistent link: https://www.econbiz.de/10001615635
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->