//--> //--> //-->
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
~person:"Batiz-Zuk, Enrique"
~person:"Hoogerheide, Lennart"
~person:"van Dijk, Herman K."
~type_genre:"Article in journal"
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:"student-t"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Statistical distribution
3
Statistische Verteilung
3
Bank lending
2
Basel Accord
2
Basler Akkord
2
Bayes-Statistik
2
Bayesian inference
2
Credit risk
2
Kreditgeschäft
2
Kreditrisiko
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
ARCH model
1
ARCH-Modell
1
Algorithm
1
Algorithmus
1
Ansteckungseffekt
1
Basel
1
Basel III
1
Contagion
1
Contagion effect
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
IV-Schätzung
1
Instrumental variables
1
Kullback-Leibler divergence
1
Loss
1
Metropolis-Hastings algorithm
1
Monte CArlo
1
Monte Carlo estimation
1
Non-Gaussian distributions
1
Probability theory
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Sampling
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Working Paper
25
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Batiz-Zuk, Enrique
Hoogerheide, Lennart
van Dijk, Herman K.
Nadarajah, Saralees
4
Nguyen, Hoang
3
Afuecheta, Emmanuel
2
Chib, Siddhartha
2
Christodoulakis, George A.
2
Derbali, Abdelkader
2
Koopman, Siem Jan
2
Lucas, André
2
Mazur, Stepan
2
Nugroho, Didit B.
2
Paul, Samit
2
Poon, Ser-Huang
2
Ren, Louie
2
Ren, Peter
2
Sharma, Prateek
2
Sy, Aida
2
Wright, Jonathan H.
2
Abass, Olaide
1
Adusumilli, Karun
1
Agarwal, Anuradha
1
Ailawadi, Satish
1
Akca, Ahmet
1
Arekar, Kirti
1
Ausín, M. Concepción
1
Aycinena, Diego
1
Ayeche, Manel Ben
1
Bandur, Agustinus
1
Banerjee, Anirban
1
Barra, István
1
Bednarz-Okrzyńska, Kamila
1
Beljanin, Aleksej V.
1
BenSaïda, Ahmed
1
Bian, Guorui
1
Borowiecki, Karol Jan
1
Boubaker, Sabri
1
Boyer, Christopher N.
1
Brechmann, Eike
1
Brio, Esther B. del
1
more ...
less ...
Published in...
All
International review of financial analysis
1
Journal of applied econometrics
1
Journal of econometrics
1
The journal of credit risk : published quarterly by Incisive Media
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
4
Credit contagion in the presence of non-normal shocks
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
International review of financial analysis
37
(
2015
),
pp. 129-139
Persistent link: https://www.econbiz.de/10011317232
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->