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~person:"Koopman, Siem Jan"
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Search: subject:"Loss Given Default"
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default risk
6
dynamic beta density
6
dynamic factor model
6
dynamic ordered probit
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loss given default
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panel data
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Faktorenanalyse
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Koopman, Siem Jan
Gürtler, Marc
13
Rösch, Daniel
11
Witzany, Jiří
10
Scheule, Harald
9
Seidler, Jakub
9
Camba-Méndez, Gonzalo
7
Heithecker, Dirk
7
Creal, Drew
6
Schwaab, Bernd
6
Yamashita, Satoshi
6
Charamza, Pavel
5
Hibbeln, Martin
5
Löderbusch, Matthias
5
Andreeva, Galina
4
Chu, Chih-Kang
4
Hwang, Ruey-Ching
4
Kaposty, Florian
4
Rychnovský, Michal
4
Serwa, Dobromił
4
Thomas, Lyn C.
4
Yao, Xiao
4
Altman, Edward I.
3
Bastos, Joao A.
3
Belyaev, Konstantin
3
Belyaeva, Aelita
3
Chalupka, Radovan
3
Cheng, Dan
3
Cirillo, Pasquale
3
Crook, Jonathan N.
3
Diris, Bart
3
Hartmann-Wendels, Thomas
3
Kalotay, Egon A.
3
Keijsers, Bart
3
Kole, Erik
3
Kopecsni, Juraj
3
Kostrzewa, Konrad
3
Krüger, Steffen
3
Lucas, Andre
3
Lucas, André
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ECONIS (ZBW)
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1
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2013
new mixed-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk …
Persistent link: https://www.econbiz.de/10011605671
Saved in:
2
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
European Central Bank
-
2013
new mixed-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk …
Persistent link: https://www.econbiz.de/10010753728
Saved in:
3
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
2011
-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk conditions for U.S. Moody …
Persistent link: https://www.econbiz.de/10010325908
Saved in:
4
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk conditions for U.S. Moody …
Persistent link: https://www.econbiz.de/10011383248
Saved in:
5
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
Tinbergen Institute
-
2011
new mixed-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk …
Persistent link: https://www.econbiz.de/10008867497
Saved in:
6
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
Tinbergen Instituut
-
2011
-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk conditions for U.S. Moody …
Persistent link: https://www.econbiz.de/10011257450
Saved in:
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