Browsing All of EconStor by Author Weißbach, Rafael
Showing results 1 to 20 of 20
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 |