//--> //--> //-->
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
~isPartOf:"Journal of banking & finance"
~person:"Linton, Oliver B."
~person:"Scaillet, Olivier"
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:"Verteilungsfreie Statistik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
2
Kreditrisiko
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomaß
2
Risk measure
2
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risikomanagement
1
Risk management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Linton, Oliver B.
Scaillet, Olivier
León Valle, Ángel Manuel
2
Aslanidis, Nektarios
1
Cai, Zongwu
1
Casas, Isabel
1
Drake, Leigh M.
1
Dutkowsky, Donald H.
1
Elger, Thomas
1
Fermanian, Jean-David
1
Ferreira, Eva
1
Giannopoulos, Kostas
1
Gil-Bazo, Javier
1
Gilbert, R. Alton
1
Glawischnig, Markus
1
Gómez-Valle, Lourdes
1
Hall, Maximilian
1
Han, Chulwoo
1
Harris, Richard D. F.
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Jones, Barry E.
1
Kearney, Fearghal
1
Li, Yong
1
Martínez-Rodríguez, Julia
1
Mazibas, Murat
1
Miller, Patrick
1
Moreno, Manuel
1
Orbe-Mandaluniz, Susan
1
Post, Thierry
1
Ren, Yu
1
Renault, Olivier
1
Shang, Han Lin
1
Sheenan, Lisa
1
Siburg, Karl Friedrich
1
Simper, Richard
1
Sommersguter-Reichmann, Margit
1
Stoimenov, Pavel
1
Töws, Eugen
1
Weiß, Gregor
1
more ...
less ...
Published in...
All
Journal of banking & finance
LSE STICERD Research Paper
12
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
8
FAME research paper series
7
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IRES discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Michael J. Brennan Irish Finance Working Paper Series Research Paper
1
Research paper / International Center for Financial Asset Management and Engineering
1
Swiss Finance Institute Research Paper 06-30
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The econometrics journal
1
USC-INET Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
2
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->