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~person:"Ascheberg, Marius"
~person:"Engel, Christoph"
~person:"Kruse, Robinson"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
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Ascheberg, Marius
Engel, Christoph
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
2
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
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Testing for neglected strong dependence in explosive models
Wegener, Christoph
;
Kruse, Robinson
- In:
Essays on empirical finance in times of crises : …
,
(pp. 7-12)
.
2016
Persistent link: https://www.econbiz.de/10011633904
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2
The walking debt crisis
Wegener, Christoph
;
Kruse, Robinson
;
Basse, Tobias
- In:
Essays on empirical finance in times of crises : …
,
(pp. 14-26)
.
2016
Persistent link: https://www.econbiz.de/10011633905
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3
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 217-268)
.
2013
Persistent link: https://www.econbiz.de/10010412564
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4
Portfolio credit risk with backtesting in view
Bühler, Wolfgang
;
Engel, Christoph
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 403-437)
.
2006
Persistent link: https://www.econbiz.de/10003562027
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5
Backtesting von Kreditrisikomodellen
Bühler, Wolfgang
;
Engel, Christoph
;
Korn, Olaf
;
Stahl, …
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 181-217)
.
2002
Persistent link: https://www.econbiz.de/10001720337
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