List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Random survival forests models for SME credit risk measurement Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
| Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects Computational Statistics and Data Analysis | 2014-04-14 | Paper |
| The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study Computational Statistics and Data Analysis | 2010-03-30 | Paper |
| A new approach for firm value and default probability estimation beyond Merton models Computational Economics | 2008-06-11 | Paper |
Research outcomes over time
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