Browsing All of EconStor by Author Weißbach, Rafael

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Showing results 1 to 19 of 19
Year of PublicationTitleAuthor(s)
2004 A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimationWeißbach, Rafael; Gefeller, Olaf
2004 Modelling correlations in portfolio credit riskRosenow, Bernd; Weißbach, Rafael; Altrock, Frank
2004 A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and ApplicationsWeißbach, Rafael
2004 The cost for the default of a loan : Linking theory and practiceSibbertsen, Philipp; Weißbach, Rafael
2004 A rule of thumb for the economic capital of a large credit portfolioWeißbach, Rafael
2005 Kolmogorov-Smirnov-type testing for the partial homogeneity of Markov processes - with application to credit risk.Weißbach, Rafael; Dette, Holger
2005 Testing Homogeneity of Time-Continuous Rating TransitionsLawrenz, Claudia; Tschiersch, Patrick; Weißbach, Rafael
2005 On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model ApproachWeißbach, Rafael; von Lieres und Wilkau, Carsten
2005 Testing for Multivariate Equivalence with Random Quadratic FormsWeißbach, Rafael
2006 On partial defaults in portfolio credit risk: Comparing economic and regulatory viewWeißbach, Rafael; von Lieres und Wilkau, Carsten
2006 A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate ModellingDette, Holger; Weißbach, Rafael
2006 The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' ForecastWeißbach, Rafael; Ponyatovskyy, Vladyslav; Zimmermann, Guido
2007 Modelling correlations in credit portfolio risk IIRosenow, Bernd; Weißbach, Rafael; Altrock, Frank
2007 Testing large-dimensional correlationArnold, Matthias; Weißbach, Rafael
2008 Bias in nearest-neighbor hazard estimationWeißbach, Rafael; Dette, Holger
2008 A likelihood ratio test for stationarity of rating transitionsWeißbach, Rafael; Walter, Ronja
2008 Strong consistency for delta sequence ratiosPoniatowski, Wladyslaw; Weißbach, Rafael
2010 Consistency of the kernel density estimator - a surveyWied, Dominik; Weißbach, Rafael
2011 Modelling Rating TransitionsWeißbach, Rafael; Mollenhauer, Thomas