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Zur Modellierung der Erwartungsbildung in makroökonomischen Modellen
Huschens, Stefan - 1994
Persistent link: https://www.econbiz.de/10004191233
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Credit portfolio correlations and uncertainty
Höse, Steffi; Huschens, Stefan - 2012
Persistent link: https://www.econbiz.de/10009676668
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Stochastic orders and non-gaussian risk factor models
Höse, Steffi; Huschens, Stefan - 2011
Persistent link: https://www.econbiz.de/10009527879
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2011
Persistent link: https://www.econbiz.de/10009527891
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2009
Persistent link: https://www.econbiz.de/10004958679
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Country default probabilities : assessing and backtesting
Huschens, Stefan (contributor) - 2006
Persistent link: https://www.econbiz.de/10004875676
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Kann es Rückzahlungswahrscheinlichkeiten von 100% geben?
Huschens, Stefan - 2010
Persistent link: https://www.econbiz.de/10008845785
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Confidence intervals for quantiles of a Vasicek distributed credit portfolio loss
Höse, Steffi; Huschens, Stefan - 2010
Persistent link: https://www.econbiz.de/10008845976
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A general framework for IRBA backtesting
Huschens, Stefan; Stahl, Gerhard - 2004
Persistent link: https://www.econbiz.de/10004837257
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Backtesting von Ausfallwahrscheinlichkeiten
Huschens, Stefan - 2004
Persistent link: https://www.econbiz.de/10004837264