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~subject:"Kreditrisiko"
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Search: subject_exact:"Multivariate distribution"
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Kreditrisiko
Multivariate distribution
1,491
Multivariate Verteilung
1,489
Theorie
670
Theory
670
Risikomaß
333
Risk measure
333
Portfolio selection
294
Portfolio-Management
294
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272
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272
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263
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252
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125
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copula
122
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125
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27
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Moreira, Fernando
5
Brigo, Damiano
4
Ehrhardt, Matthias
3
Pallavicini, Andrea
3
Wu, Po-cheng
3
Zimmer, David M.
3
Choe, Geon Ho
2
Choi, So Eun
2
Crépey, S.
2
Crépey, Stéphane
2
Di Clemente, Annalisa
2
Fischer, Matthias
2
Hamori, Shigeyuki
2
Härdle, Wolfgang
2
Jang, Hyun Jin
2
Jeanblanc, Monique
2
Jin, Xisong
2
Lee, Yong Woong
2
Liu, Chang
2
Maciag, Jakob
2
Mai, Jan-Frederik
2
Mashele, Phillip
2
Muhajir, Maulana Harris
2
Okhrin, Ostap
2
Rösch, Daniel
2
Scherer, Matthias
2
Shafik, Salwa
2
Torresetti, Roberto
2
Umeorah, Nneka
2
Vosgha, Hamed
2
Yang, Jingping
2
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2
Zhang, Xuan
2
Zhao, Yang
2
Abid, Ilyes
1
Afonso, Cristina
1
Ahn, Jung-Hyun
1
Arakelian, Veni
1
Arief, Usman
1
Baur, Dirk
1
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International journal of theoretical and applied finance
9
Journal of risk
5
Economic modelling
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Journal of risk and financial management : JRFM
4
Journal of risk management in financial institutions
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
4
Applied economics
3
Applied mathematical finance
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
The journal of financial market infrastructures
3
Annals of economics and statistics
2
Applied economics letters
2
Bulletin of monetary economics and banking
2
Computational economics
2
Financial markets, institutions & instruments
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Review of derivatives research
2
Review of quantitative finance and accounting
2
The journal of real estate finance and economics
2
Advances in mathematical economics
1
American journal of agricultural economics
1
Banking and finance review
1
China finance review international
1
Cogent economics & finance
1
Copernican Journal of Finance & Accounting : CJF&A
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic research
1
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1
Economics : the open-access, open-assessment journal
1
Economics of education review
1
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1
European financial management : the journal of the European Financial Management Association
1
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1
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ECONIS (ZBW)
125
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21
Optimal look-back period for adequate and less procyclical credit capital forecasts
Lee, Yong Woong
;
Cho, Yongbok
;
Yang, Kisung
- In:
Applied economics
53
(
2021
)
46
,
pp. 5337-5353
Persistent link: https://www.econbiz.de/10012626877
Saved in:
22
New ways of modeling loan-to-income distributions and their evolution in time : a probability copula approach
Gerth, Florian
;
Temnov, Grigory
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 217-236
Persistent link: https://www.econbiz.de/10012627775
Saved in:
23
Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a copula approach
Ehouman, Yao Axel
- In:
International economics : a journal published by CEPII …
168
(
2021
),
pp. 76-97
Persistent link: https://www.econbiz.de/10013193362
Saved in:
24
Spatial dependence in subprime mortgage defaults
Heinen, Andréas
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012428374
Saved in:
25
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
26
Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
Saved in:
27
Contagion and divergence on sovereign bond markets
Jaworski, Piotr
;
Liberadzki, Kamil
;
Liberadzki, Marcin
- In:
Copernican Journal of Finance & Accounting : CJF&A
6
(
2017
)
4
,
pp. 39-68
Persistent link: https://www.econbiz.de/10012215776
Saved in:
28
Dependence structures and risk spillover in China's credit bond market : a copula and CoVaR approach
Yang, Lu
;
Yang, Lei
;
Ho, Kung-Cheng
;
Hamori, Shigeyuki
- In:
Journal of Asian economics
68
(
2020
)
Persistent link: https://www.econbiz.de/10012513082
Saved in:
29
On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
Saved in:
30
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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