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DateTitle Authors
2014 Localising forward intensities for multiperiod corporate defaultDedy Dwi Prastyo / Härdle, Wolfgang Karl
2007 The default risk of firms examined with Smooth Support Vector Machines;Härdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2012 Stress testing German banks against a global cost-of-capital shockDuellmann, Klaus / Kick, Thomas
2013 Banking Unions: Distorted Incentives and Efficient Bank ResolutionZoican, Marius A. / Górnicka, Lucyna A.
2012 Capital regulation, liquidity requirements and taxation in a dynamic model of bankingDe Nicolò, Gianni / Gamba, Andrea / Luccetta, Marcella
2006 Estimation of default probabilities with Support Vector MachinesChen, Shiyi / Härdle, Wolfgang Karl / Moro, Rouslan A.
2006 Graphical data representation in bankruptcy analysisHärdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea
2014 Simultaneous confidence corridors and variable selection for generalized additive modelsZheng, Shuzhuan / Liu, Rong / Yang, Lijian / Härdle, Wolfgang Karl
2007 Estimating probabilities of default with support vector machinesHärdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea
2014 A score-test on measurement errors in rating transition timesRafael Weißbach, Rafael / Voß, Sebastian

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