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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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Search: subject:"Kreditrisiko"
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Kreditrisiko
28
Theorie
23
Credit risk
22
Theory
21
Portfolio-Management
11
Schätztheorie
10
Estimation theory
9
Portfolio selection
9
Kreditwürdigkeit
7
Credit rating
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Risikomaß
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Wahrscheinlichkeitsrechnung
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Deutschland
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Probability theory
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Risk measure
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Correlation
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Germany
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Korrelation
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Ausfallwahrscheinlichkeit
2
Autocorrelation
2
Autokorrelation
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Bank
2
Business cycle
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Cluster analysis
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Clusteranalyse
2
Einzelhandel
2
Estimation
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Konjunktur
2
Marktrisiko
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Retail trade
2
Risikomodell
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Risk model
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Schätzung
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Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Value at Risk
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Graue Literatur
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English
16
German
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Huschens, Stefan
18
Höse, Steffi
12
Vogl, Konstantin
4
Wania, Robert
4
Lehmann, Christoph
3
Tillich, Daniel
3
Stahl, Gerhard
2
Fischer, Sven
1
Henking, Andreas
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Dresdner Beiträge zu quantitativen Verfahren
Journal of banking & finance
474
Finance research letters
193
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
163
NBER working paper series
131
The journal of fixed income
122
International review of financial analysis
119
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
113
International journal of theoretical and applied finance
108
Discussion papers / CEPR
106
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
Finance and economics discussion series
96
International review of economics & finance : IREF
94
IMF working papers
93
European journal of operational research : EJOR
91
The journal of risk model validation
88
Journal of international financial markets, institutions & money
87
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
85
Discussion paper
82
Risks : open access journal
81
Economic modelling
80
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
ECB Working Paper
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
66
Applied economics
65
Applied economics letters
65
SpringerLink / Bücher
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ECONIS (ZBW)
22
USB Cologne (EcoSocSci)
6
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1
A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
-
2017
Persistent link: https://www.econbiz.de/10013441258
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2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441253
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3
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
-
2016
Persistent link: https://www.econbiz.de/10013441254
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4
Modellierung der Abhängigkeitsstruktur von Ausfallkörben : eine Betrachtung für den Spezialfall des Duo-Baskets
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441241
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5
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
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6
Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
Fischer, Sven
-
2012
Persistent link: https://www.econbiz.de/10013441219
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7
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
8
Simultane Validierung von Ausfallwahrscheinlichkeiten
Henking, Andreas
-
2004
Persistent link: https://www.econbiz.de/10002140903
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9
BLUEs for default probabilities
Vogl, Konstantin
;
Wania, Robert
-
2004
Persistent link: https://www.econbiz.de/10013441062
Saved in:
10
Backtesting von Ausfallwahrscheinlichkeiten
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441077
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