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subject:"Kreditrisiko"
~isPartOf:"Berichte aus der Statistik"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Stochastic process"
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Kreditrisiko
Stochastic process
Duration analysis
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Statistische Bestandsanalyse
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Berichte aus der Statistik
Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of quality & reliability management
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
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Kreditrisikomessung und Kreditrisikomanagement
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ECONIS (ZBW)
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Asymmetric stochastic conditional duration model a mixture of normal approach
Xu, Dinghai
;
Knight, John L.
;
Wirjanto, Tony S.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 469-488
Persistent link: https://www.econbiz.de/10009407860
Saved in:
2
Modellierung der Zeitstruktur von Ratingmigrationen : ein intensitätsbasierter Ansatz zu zeitdiskreten Ratingbeobachtungen
Vogl, Konstantin
-
2008
Persistent link: https://www.econbiz.de/10003724759
Saved in:
3
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
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