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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Camponovo, Lorenzo"
~person:"Hwang, Ruey-Ching"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Nichtparametrisches Verfahren
Statistical distribution
6
Statistische Verteilung
6
Forecasting model
5
Credit risk
4
Kreditrisiko
4
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Loss given default
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Camponovo, Lorenzo
Hwang, Ruey-Ching
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Taylor, James W.
6
Paolella, Marc S.
5
Wu, Ximing
5
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Gupta, Rangan
4
Kang, Kyu Ho
4
Pierdzioch, Christian
4
Polak, Pawel
4
Wen, Kuangyu
4
Casarin, Roberto
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Dijk, Herman K. van
3
González-Rivera, Gloria
3
Huber, Florian
3
Jacobs, Kris
3
Jiang, Cuixia
3
Linton, Oliver
3
Mitchell, James
3
Patton, Andrew J.
3
Perote, Javier
3
Ruiz, Esther
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Vicente, Jose
3
Wei, Yu
3
Wied, Dominik
3
Xu, Qifa
3
Ziel, Florian
3
Aastveit, Knut Are
2
Adrian, Tobias
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Alexander, Carol
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Bekiros, Stelios
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International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial services research
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Journal of financial services research : JFSR
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
Journal of financial services research
59
(
2021
)
3
,
pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
Saved in:
2
Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
Saved in:
3
Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang
;
Hwang, Ruey-Ching
- In:
Journal of financial services research : JFSR
56
(
2019
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
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