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DateTitle Authors
2007 Modelling dynamic portfolio risk using risk drivers of elliptical processesSchmidt, Rafael / Schmieder, Christian
2008 Estimating asset correlations from stock prices or default rates: which method is superior?Düllmann, Klaus / Kunisch, Michael / Küll, Jonathan
2008 Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregationHillebrand, Martin / Böcker, Klaus
2009 Stress testing German banks in a downturn in the automobile industryDüllmann, Klaus / Erdelmeier, Martin
2009 Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approachGaisser, Sandra / Memmel, Christoph / Schmidt, Rafael / Wehn, Carsten
2004 Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU DataWilfling, Bernd / Trede, Mark
2012 Parametric Lorenz Curves and the Modality of the Income Density FunctionKrause, Melanie
2012 Give them a break! Did activation of young welfare recipients overshoot in Germany? (A regression discontinuity analysis)Wolff, Joachim / Nivorozhkin, Anton
2001 Smoothed influence function: Another view at robust nonparametric regressionTamine, Julien
2001 Extracting implicit density functions from short term interest rate optionsNielsen, Hannah

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