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~person:"Huschens, Stefan"
~type_genre:"Graue Literatur"
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Search: subject:"Risiko"
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Huschens, Stefan
Ongena, Steven
78
Acharya, Viral V.
77
Lucas, André
53
Castelnuovo, Efrem
49
Kunreuther, Howard
44
Peydró, José-Luis
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Dionne, Georges
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Vries, Casper G. de
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Suárez, Javier
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Laeven, Luc
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Engle, Robert F.
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ECONIS (ZBW)
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Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
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2
A general framework for IRBA backtesting
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441066
Saved in:
3
Backtesting von Ausfallwahrscheinlichkeiten
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441077
Saved in:
4
Dreizehn Korrelationen in Kreditrisikomodellen
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441078
Saved in:
5
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
6
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
7
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
8
Ausfallrisiko
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441148
Saved in:
9
Rating migrations
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441149
Saved in:
10
Granularität dominiert Korrelation
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441128
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