Browsing All of EconStor by Author von Lieres und Wilkau, Carsten
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2000 | Testing additivity by kernel based methods - what is a reasonable test? | Dette, Holger; von Lieres und Wilkau, Carsten |
2001 | A comparison of different nonparametric methods for inference on additive models | Dette, Holger; von Lieres und Wilkau, Carsten; Sperlich, Stefan |
2001 | On a test for constant volatility in continuous time financial models | Dette, Holger; von Lieres und Wilkau, Carsten |
2005 | On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach | Weißbach, Rafael; von Lieres und Wilkau, Carsten |
2006 | On partial defaults in portfolio credit risk: Comparing economic and regulatory view | Weißbach, Rafael; von Lieres und Wilkau, Carsten |
2009 | New recipes for estimating default intensities | Baranovski, Alexander; von Lieres und Wilkau, Carsten; Wilch, André |