Items where Author is "Jobst, Rainer"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 3.

Article

Jobst, Rainer and Kellner, Ralf and Roesch, Daniel (2020) Bayesian loss given default estimation for European sovereign bonds. INTERNATIONAL JOURNAL OF FORECASTING, 36 (3). pp. 1073-1091. ISSN 0169-2070, 1872-8200

Jobst, Rainer and Roesch, Daniel and Scheule, Harald and Schmelzle, Martin (2015) A SIMPLE ECONOMETRIC APPROACH FOR MODELING STRESS EVENT INTENSITIES. JOURNAL OF FUTURES MARKETS, 35 (4). pp. 300-320. ISSN 0270-7314, 1096-9934

Hamerle, Alfred and Dartsch, Andreas and Jobst, Rainer and Plank, Kilian (2011) Integrating macroeconomic risk factors into credit portfolio models. JOURNAL OF RISK MODEL VALIDATION, 5 (2). pp. 3-24. ISSN 1753-9579

This list was generated on Thu Oct 15 10:09:08 2026 CEST.
pred is powered by EPrints 3.4 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.