![]() | Up a level |
Boegelein, Leif and Hamerle, Alfred and Knapp, Michael and Rösch, Daniel (2004) 14. Econometric Methods for Sector Analysis. In: Gundlach, Matthias and Lehrbass, Frank, (eds.) CreditRisk+ in the banking industry. Springer finance (14). Springer, Berlin, pp. 231-248. ISBN 3-540-20738-4; 978-3-540-20738-2.
Boegelein, Leif and Hamerle, Alfred and Rauhmeier, Robert and Scheule, Harald (2002) Parametrisierung von CreditRisk+ im Konjunkturzyklus: Dynamische Ausfallquoten und Sektorenanalyse. Deutsches Risk: currencies, interest rates, equities, commodities, credit 2 (2), pp. 37-42.
Boegelein, Leif and Hamerle, Alfred and Rauhmeier, Robert and Scheule, Harald (2002) Modelling Default Rate Dynamics in the CreditRisk+ Framework. Risk 15 (10).