//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Das, Sanjiv R."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Rank correlation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
7
Korrelation
7
Insolvency
6
Insolvenz
6
Credit risk
4
Kreditrisiko
4
Theorie
3
Theory
3
USA
3
United States
3
1979-2004
2
Enterprise
2
Multivariate Verteilung
2
Multivariate distribution
2
Unternehmen
2
Basel Accord
1
Basler Akkord
1
Credit
1
Derivat
1
Derivative
1
Interest rate derivative
1
Kredit
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
7
Author
All
Das, Sanjiv R.
Pesaran, M. Hashem
35
Ledoit, Olivier
32
McAleer, Michael
31
Wolf, Michael
31
Engle, Robert F.
27
Bauwens, Luc
24
Christiansen, Charlotte
24
Tiwari, Aviral Kumar
20
Croux, Christophe
18
Caporin, Massimiliano
17
Hafner, Christian M.
17
Kapetanios, George
17
Koopman, Siem Jan
17
Lucas, André
17
Weber, Enzo
17
Boudt, Kris
16
McMillan, David G.
16
Phillips, Peter C. B.
16
Asai, Manabu
15
Aslanidis, Nektarios
15
Teräsvirta, Timo
15
Bailey, Natalia
14
Escobar, Marcos
14
Fan, Jianqing
14
Linton, Oliver
14
Ray, Indrajit
14
Gupta, Rangan
13
Kočenda, Evžen
13
Liow, Kim Hiang
13
Silvennoinen, Annastiina
13
Bali, Turan G.
12
Becker, Bo
12
Bekaert, Geert
12
Corsi, Fulvio
12
Guhr, Thomas
12
Hamori, Shigeyuki
12
Hautsch, Nikolaus
12
Li, Degui
12
Shephard, Neil G.
12
Vanduffel, Steven
12
more ...
less ...
Published in...
All
The journal of fixed income
2
Credit risk : models, derivatives, and management
1
Journal of financial services research : JFSR
1
The credit market handbook : advanced modeling issues
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
-
2006
Persistent link: https://www.econbiz.de/10003281946
Saved in:
2
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
Saved in:
3
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10003425753
Saved in:
4
Basel II : correlation related issues
Das, Sanjiv R.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 17-38
Persistent link: https://www.econbiz.de/10003576336
Saved in:
5
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
6
Correlated default processes: a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
The credit market handbook : advanced modeling issues
,
(pp. 186-218)
.
2006
Persistent link: https://www.econbiz.de/10003338134
Saved in:
7
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.
;
Fong, H. Gifford
;
Geng, Gary
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->