Browse by ["viewname_eprint_publisher" not defined]

University of Regensburg (4)
- Business, Economics and Information Systems (4)
  - Institut für Betriebswirtschaftslehre (4)
    - Entpflichtete oder im Ruhestand befindliche Professoren (4)
      - Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) (4)

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Number of items at this level: 4.

H

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

Hamerle, Alfred and Liebig, Thilo and Schropp, Hans-Jochen (2013) The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities. JOURNAL OF RISK, 16 (1). pp. 3-33. ISSN 1465-1211, 1755-2842

Hamerle, Alfred and Plank, Kilian (2009) A note on the Berkowitz test with discrete distributions. JOURNAL OF RISK MODEL VALIDATION, 3 (2). pp. 3-10. ISSN 1753-9579

P

Plank, Kilian and Walter, Roland (2010) Evaluation of credit portfolio models: test statistics for density-based tests. JOURNAL OF RISK, 13 (2). pp. 3-21. ISSN 1465-1211

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