Items where Division is "Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)" and Year is 2022

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B

Betz, Jennifer and Nagl, Maximilian and Rösch, Daniel (2022) Credit line exposure at default modelling using Bayesian mixed effect quantile regression. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 185 (4). pp. 2035-2072. ISSN 0964-1998, 1467-985X

Buechel, Patrick and Kratochwil, Michael and Nagl, Maximilian and Roesch, Daniel (2022) Deep calibration of financial models: turning theory into practice. REVIEW OF DERIVATIVES RESEARCH, 25. pp. 109-136. ISSN 1380-6645, 1573-7144

K

Kellner, Ralf and Nagl, Maximilian and Rösch, Daniel (2022) Opening the black box - Quantile neural networks for loss given default prediction. JOURNAL OF BANKING & FINANCE, 134: 106334. ISSN 0378-4266, 1872-6372

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