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~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
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Search: subject_exact:"Verteilungsfreie Statistik"
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Kreditrisiko
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Theorie
18
Theory
18
Estimation theory
17
Schätztheorie
17
Bootstrap approach
12
Bootstrap-Verfahren
12
Regression analysis
10
Regressionsanalyse
10
Statistical distribution
10
Statistische Verteilung
10
Simulation
9
Risikomanagement
8
Risikomaß
8
Risk management
8
Risk measure
8
Credit risk
7
IV-Schätzung
7
Instrumental variables
7
Mathematical programming
7
Mathematische Optimierung
7
Core
6
Method of moments
6
Momentenmethode
6
Portfolio selection
6
Portfolio-Management
6
Consumer demand theory
5
Nachfragetheorie des Haushalts
5
Estimation
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Schätzung
4
Sensitivity analysis
4
Sensitivitätsanalyse
4
Statistical method
4
Statistical test
4
Statistische Methode
4
Statistischer Test
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Graue Literatur
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Non-commercial literature
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English
7
Author
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Scaillet, Olivier
Fermanian, Jean-David
4
Renault, Olivier
3
Chen, Cathy Yi-Hsuan
2
Cirillo, Pasquale
2
Echeverry, David
2
Härdle, Wolfgang
2
Jiang, Yixiao
2
Leika, Mindaugas
2
Lu, Meng-Jou
2
Lucas, André
2
Marchettini, Daniela
2
Monteiro, André Antonio
2
Rapisarda, Grazia
2
Smirnov, Georgi V.
2
Allen, David E.
1
Alvarez, Susana
1
Baixauli, J. Samuel
1
Balcilar, Mehmet
1
Barrieu, Pauline M.
1
Barsotti, Flavia
1
Chen, Rongda
1
Chen, Ying
1
Cheng, Dan
1
Choi, Hwan-sik
1
Choros-Tomczyk, Barbara
1
Contessi, Silvio
1
Couderc, Fabien
1
De Pace, Pierangelo
1
Fang, Lu
1
Fenech, Jean-pierre
1
Fledelius, Peter
1
G. Tzeremes, Panayiotis
1
Gerhold, Stefan
1
Giammarino, Flavia
1
Glennon, Dennis C.
1
Gouriéroux, Christian
1
Gu, Zhutong
1
Guidolin, Massimo
1
Habara, Mohamed
1
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International Center for Financial Asset Management and Engineering
2
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
FAME research paper series
2
Journal of banking & finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
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:
4
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:
5
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
6
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
7
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001764671
Saved in:
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