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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"Asset-Backed Securities"
~subject:"Schätzung"
~type_genre:"Collection of articles written by one author"
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Time series analysis
Asset-Backed Securities
Schätzung
Theorie
33
Theory
33
Estimation
11
Portfolio selection
10
Portfolio-Management
10
Risikomaß
7
Risk measure
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USA
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Volatility
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Kreditrisiko
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Option pricing theory
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Credit rating
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Aufsatz im Buch
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Overbeck, Ludger
3
Herwartz, Helmut
2
Härdle, Wolfgang
2
Chen, R.B.
1
Chen, Y.
1
Duan, Jin-Chuan
1
El Karoui, Nicole
1
Elagin, Mstislav
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Fengler, Matthias
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Fengler, Matthias R.
1
Frisch, Christoph
1
Hautsch, Nikolaus
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Huang, S.F.
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Jiao, Ying
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Kalkbrener, M.
1
Knöchlein, Germar
1
Kurtz, David
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Lin, H.C.
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Lin, J.L.
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Lin, T.Y.
1
Mysicková, Alena
1
Okhrin, Ostap
1
Okhrin, Yarema
1
Ou, Yangguoyi
1
Peng, C.N.
1
Qiang, He
1
Raters, F. H. C.
1
Sokolova, Maria
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Spokojnyj, Vladimir G.
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Tsay, Ruey S.
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Wagner, Christoph
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Wagner, Christoph K. J.
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Applied quantitative finance
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
12
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Handbook of financial time series
9
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
8
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
7
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
7
The Oxford handbook of the economics of peace and conflict
7
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
6
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
6
Technology and international trade : [Conference ... Oslo, in October 1995]
6
The handbook of mortgage-backed securities
6
The theory of monetary aggregation
6
Theoretische Fundierung und praktische Relevanz der Handelsforschung
6
Advances in economics and econometrics ; Vol. 2
5
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Dissertation.de
5
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
5
Exchange rate policy in Europe
5
Handbook of econometrics ; Vol. 2
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
5
Household behaviour, equivalence scales, welfare and poverty : with 70 tables
5
Modern perspectives on the gold standard
5
New tools of economic dynamics
5
Nonstationary panels, panel cointegration, and dynamic panels
5
Progress in financial markets research
5
Selected topics in applied econometrics
5
State space and unobserved component models : theory and applications
5
Statistical methods for the evaluation of educational services and quality of products
5
The Oxford handbook of economic forecasting
5
Advances in business cycle research : with application to the French and US economies
4
Advances in economics and econometrics: theory and applications ; Vol. 3
4
Applying Kernel and nonparametric estimation to economic topics
4
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
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1
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
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2
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
3
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
4
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
5
Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
Saved in:
6
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
7
Penalized independent factor
Chen, Y.
;
Chen, R.B.
;
Qiang, He
- In:
Applied quantitative finance
,
(pp. 177-206)
.
2017
Persistent link: https://www.econbiz.de/10011794960
Saved in:
8
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
9
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
10
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
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