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isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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Kreditrisiko
26
Credit risk
22
Theorie
21
Theory
21
Estimation theory
9
Portfolio selection
9
Portfolio-Management
9
Schätztheorie
9
Credit rating
6
Kreditwürdigkeit
6
Probability theory
5
Risikomaß
5
Risk measure
5
Wahrscheinlichkeitsrechnung
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Correlation
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Deutschland
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Germany
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Korrelation
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Ausfallwahrscheinlichkeit
2
Autocorrelation
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Autokorrelation
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Business cycle
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Cluster analysis
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Clusteranalyse
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Einzelhandel
2
Estimation
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Konjunktur
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Marktrisiko
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Retail trade
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Risikomodell
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Risk model
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Schätzung
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Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Value at Risk
2
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English
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Huschens, Stefan
16
Höse, Steffi
10
Vogl, Konstantin
4
Lehmann, Christoph
3
Tillich, Daniel
3
Wania, Robert
3
Stahl, Gerhard
2
Fischer, Sven
1
Henking, Andreas
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Dresdner Beiträge zu quantitativen Verfahren
Journal of banking & finance
475
Finance research letters
196
IMF Staff Country Reports
188
IMF Working Papers
187
The journal of credit risk : published quarterly by Incisive Media
167
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
114
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
IMF working papers
94
International review of economics & finance : IREF
94
The journal of risk model validation
92
European journal of operational research : EJOR
91
Journal of international financial markets, institutions & money
88
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
85
Discussion paper
82
ECB Working Paper
82
Risks : open access journal
82
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
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
MPRA Paper
68
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
Applied economics letters
66
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ECONIS (ZBW)
22
USB Cologne (EcoSocSci)
4
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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
Saved in:
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
Saved in:
4
Modellierung der Abhängigkeitsstruktur von Ausfallkörben : eine Betrachtung für den Spezialfall des Duo-Baskets
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441241
Saved in:
5
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
Saved in:
6
Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
Fischer, Sven
-
2012
Persistent link: https://www.econbiz.de/10013441219
Saved in:
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
Saved in:
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
Saved in:
11
Dreizehn Korrelationen in Kreditrisikomodellen
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441078
Saved in:
12
A general framework for IRBA backtesting
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441066
Saved in:
13
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
14
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
15
Risikomaßzahlen für Kreditportfoliotranchen
Tillich, Daniel
-
2010
Persistent link: https://www.econbiz.de/10013441192
Saved in:
16
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
17
Ausfallrisiko
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441148
Saved in:
18
Rating migrations
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441149
Saved in:
19
Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441119
Saved in:
20
Dreizehn Korrelationen in Kreditrisikomodellen
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10004837267
Saved in:
21
Granularität dominiert Korrelation
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441128
Saved in:
22
Estimation of default probabilities in a single-factor model
Höse, Steffi
;
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10004802563
Saved in:
23
Simultaneous confidence intervals for default probabilities
Höse, Steffi
;
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10004802586
Saved in:
24
Estimation of default probabilities and default correlations
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10013441061
Saved in:
25
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10004802561
Saved in:
26
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
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