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Predicting the credit cycle with an autoregressive model
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10004873412
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Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10004873413
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Modellierung der Zeitstruktur von Ratingmigrationen : ein intensitätsbasierter Ansatz zu zeitdiskreten Ratingbeobachtungen
Vogl, Konstantin - 2008
Persistent link: https://www.econbiz.de/10004922191
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Blues for default probabilities
Vogl, Konstantin; Wania, Robert - 2004
Persistent link: https://www.econbiz.de/10004837253
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Estimation of default probabilities and default correlations
Huschens, Stefan; Vogl, Konstantin; Wania, Robert - 2003
Persistent link: https://www.econbiz.de/10004802585
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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