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Comparing the accuracy of default predictions in the rating industry for different sets of obligors
Krämer, Walter; Neumärker, Simon - In: Economics letters 145 (2016), pp. 48-51
Persistent link: https://www.econbiz.de/10011618170
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On assessing the relative performance of default predictions
Krämer, Walter - In: Journal of forecasting 36 (2017) 7, pp. 854-858
Persistent link: https://www.econbiz.de/10011860762
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Die Bewertung und der Vergleich von Kreditausfall-Prognosen
Krämer, Walter - In: Kredit und Kapital 36 (2003) 3, pp. 395-410
Persistent link: https://www.econbiz.de/10001811608
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Long memory with Markov-Switching GARCH
Krämer, Walter - In: Economics letters 99 (2008) 2, pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
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On comparing the accuracy of default predictions in the rating industry
Krämer, Walter; Güttler, André - In: Empirical economics : a journal of the Institute for … 34 (2008) 2, pp. 343-356
Persistent link: https://www.econbiz.de/10003674892
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Structural change and estimated persistence in the GARCH(1,1)-model
Krämer, Walter; Azamo, Baudouin Tameze - In: Economics letters 97 (2007) 1, pp. 17-23
Persistent link: https://www.econbiz.de/10003575201