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Schmidt, Ingo; Felder, Stefan; Sprondel, Walter M.; … - In: Jahrbücher für Nationalökonomie und Statistik 208 (1991) 3, pp. 323-336

Persistent link: https://www.econbiz.de/10014608074

Empirische Performance „multivariater“ Tests des Capital-Asset-Pricing-Models / Empirical Performance of “Multivariate” CAPM-Tests

Hamerle, Alfred - In: Jahrbücher für Nationalökonomie und Statistik 215 (1996) 2, pp. 228-244

Zusammenfassung Zur empirischen Validierung des Capital-Asset-Pricing-Models (CAPM) wurden insbesondere nach der Roll-Kritik (1977) in zunehmendem Maße „multivariate“ Tests entwickelt und eingesetzt. Dabei sollen die gravierenden Probleme der traditionellen zweistufigen Vorgehensweise...

Persistent link: https://www.econbiz.de/10014608468

Using Cox Models to Study Multiepisode Processes

BLOSSFELD, HANS-PETER; HAMERLE, ALFRED - In: Sociological Methods & Research 17 (1989) 4, pp. 432-448

This article shows how Cox models can be used to study multiepisode-multistate processes as well as which computer programs can be used to estimate semiparametric models with multispell data. The application of a multiepisode Cox model is demonstrated using data on career trajectories of German...

Persistent link: https://www.econbiz.de/10010791160

A comparison of different methods for the estimation of regression models with correlated binary responses

Spiess, Martin; Hamerle, Alfred - In: Computational Statistics & Data Analysis 33 (2000) 4, pp. 439-455

Persistent link: https://www.econbiz.de/10005165510

Unobserved heterogeneity in event history models

Blossfeld, Hans-Peter; Hamerle, Alfred - In: Quality & Quantity: International Journal of Methodology 26 (1992) 2, pp. 157-168

Persistent link: https://www.econbiz.de/10009396245

Unobserved heterogeneity in hazard rate models: a test and an illustration from a study of career mobility

Blossfeld, Hans-Peter; Hamerle, Alfred - In: Quality & Quantity: International Journal of Methodology 23 (1989) 2, pp. 129-141

Persistent link: https://www.econbiz.de/10009396715

Rating gewerblicher Immobilienkreditnehmer nach Basel II

Hamerle, Alfred; Reusch, Matthias; Wadé, Markus - In: Die Bank (2004) 3, pp. 198-204

Persistent link: https://www.econbiz.de/10001946063

The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities

Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen - In: Journal of risk 16 (2013/2014) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10013262916

Assetkorrelationen der Schlüsselbranchen in Deutschland

Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel - In: Die Bank (2002) 7, pp. 470-473

Persistent link: https://www.econbiz.de/10001677942

Was leisten Trennschärfemaße für Ratingsysteme?

Blochwitz, Stefan; Hamerle, Alfred; Hohl, Stefan; … - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 57 (2004) 22, pp. 1275-1278

Persistent link: https://www.econbiz.de/10002432321