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Browsing All of EconStor by Author Weißbach, Rafael
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Showing results 1 to 20 of 21
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Year of Publication
Title
Author(s)
2004
The cost for the default of a loan : Linking theory and practice
Sibbertsen, Philipp
;
Weißbach, Rafael
2004
A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
2004
Modelling correlations in portfolio credit risk
Rosenow, Bernd
;
Weißbach, Rafael
;
Altrock, Frank
2004
A rule of thumb for the economic capital of a large credit portfolio
Weißbach, Rafael
2004
A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and Applications
Weißbach, Rafael
2005
Testing for Multivariate Equivalence with Random Quadratic Forms
Weißbach, Rafael
2005
On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach
Weißbach, Rafael
;
von Lieres und Wilkau, Carsten
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 Transitions
Lawrenz, Claudia
;
Tschiersch, Patrick
;
Weißbach, Rafael
2006
On partial defaults in portfolio credit risk: Comparing economic and regulatory view
Weißbach, Rafael
;
von Lieres und Wilkau, Carsten
2006
The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast
Weißbach, Rafael
;
Ponyatovskyy, Vladyslav
;
Zimmermann, Guido
2006
A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling
Dette, Holger
;
Weißbach, Rafael
2007
Testing large-dimensional correlation
Arnold, Matthias
;
Weißbach, Rafael
2007
Modelling correlations in credit portfolio risk II
Rosenow, Bernd
;
Weißbach, Rafael
;
Altrock, Frank
2008
Bias in nearest-neighbor hazard estimation
Weißbach, Rafael
;
Dette, Holger
2008
Strong consistency for delta sequence ratios
Poniatowski, Wladyslaw
;
Weißbach, Rafael
2008
A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael
;
Walter, Ronja
2010
Consistency of the kernel density estimator - a survey
Wied, Dominik
;
Weißbach, Rafael
2011
Modelling Rating Transitions
Weißbach, Rafael
;
Mollenhauer, Thomas
2021
Truncating the exponential with a uniform distribution
Weißbach, Rafael
;
Wied, Dominik