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Predicting the credit cycle with an autoregressive model
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10013441120
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - In: Operations research proceedings 2010 : selected papers …, (pp. 111-116). 2011
Persistent link: https://www.econbiz.de/10009270870
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Sind interne Ratingsysteme im Rahmen von Basel II evaluierbar? : Zur Schätzung von Ausfallwahrscheinlichkeiten durch Ausfallquoten
Höse, Steffi; Huschens, Stefan - In: Journal of business economics : JBE 73 (2003) 2, pp. 139-168
Persistent link: https://www.econbiz.de/10001737346
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Rating migrations
Höse, Steffi - 2008
Persistent link: https://www.econbiz.de/10013441149
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Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi - 2010
Persistent link: https://www.econbiz.de/10013441191
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi - 2009
Persistent link: https://www.econbiz.de/10013441199
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi - 2011
Persistent link: https://www.econbiz.de/10013441202
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Stochastic orders and non-Gaussian risk factor models
Höse, Steffi - 2011
Persistent link: https://www.econbiz.de/10013441203
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Credit portfolio correlations and uncertainty
Höse, Steffi - 2012
Persistent link: https://www.econbiz.de/10013441220