//--> //--> //-->
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
~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~person:"Ferrer, Alex"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Charge-off
3
Credit risk
3
Kreditrisiko
3
Unconditional capital
3
Theorie
2
Theory
2
Business cycle
1
Capital assessment
1
Capital cyclicality
1
Capital estimation
1
Capitalism
1
Conditional coverage
1
Estimation theory
1
Kapitalismus
1
Konjunktur
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Schätztheorie
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Unconditional credit loss distribution
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ferrer, Alex
Wang, Xingchun
6
Goodell, John W.
5
Lien, Da-hsiang Donald
5
Yousaf, Imran
5
Yang, Jinqiang
4
Auer, Benjamin R.
3
Bayraktar, Erhan
3
Boudreault, Mathieu
3
Boudt, Kris
3
Brooks, Robert
3
Casals, José
3
Fabozzi, Frank J.
3
Gauthier, Geneviève
3
Guo, Biao
3
Jang, Bong-Gyu
3
Jarrow, Robert A.
3
Jin, Justin Y.
3
Kim, Jang Ho
3
Ko, Hyungjin
3
Koutsokostas, Drosos
3
Kwan, Clarence C. Y.
3
Lee, Jaewook
3
Liao, Szu-Lang
3
Lioui, Abraham
3
Mensi, Walid
3
Mu, Congming
3
Naeem, Muhammad Abubakr
3
Nakagawa, Kei
3
Papathanasiou, Spyros
3
Park, Yuen Jung
3
Riaz, Yasir
3
Rösch, Daniel
3
Schuhmacher, Frank
3
Sotoca, Sonia
3
Wang, Guanying
3
Wong, Hoi Ying
3
Xiong, Xiong
3
Young, Virginia R.
3
Zaremba, Adam
3
more ...
less ...
Published in...
All
Finance research letters
The journal of futures markets
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sample dependency during unconditional credit capital estimation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
15
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011553172
Saved in:
2
Capital cyclicality, conditional coverage and long-term capital assessment
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
15
(
2015
),
pp. 246-256
Persistent link: https://www.econbiz.de/10011553239
Saved in:
3
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->