Dewey Decimal Classification

Dewey Decimal Classification (DDC) (105)
- 300 Social sciences (105)
  - 310 General statistics (105)

Number of items at this level: 105.

Weber, Andrea (2022) Messung von körperlicher Aktivität in epidemiologischen Studien und Assoziationen mit Krebsinzidenz. PhD, Universität Regensburg.

Jobst, Rainer (2022) Sovereign Probabilities of Default in the Euro Area. Journal of Credit Risk 18 (4), pp. 65-91. Fulltext not available.

Raab, Johannes

(2022) Machine Learning in Credit Risk Management - Advanced Default Risk and Credit Ratings Modeling. PhD, Universität Regensburg.

Büchel, Patrick, Kratochwil, Michael, Nagl, Maximilian

and Rösch, Daniel (2022) Deep calibration of financial models: turning theory into practice. Review of Derivatives Research 25, pp. 109-136.

Rust, Christoph (2022) Improving The Applicability of Functional Regression in Econometrics. PhD, Universität Regensburg.

Eppelsheimer, Johann, Jahn, Elke and Rust, Christoph (2022) The spatial decay of human capital externalities - A functional regression approach with precise geo-referenced data. Regional Science and Urban Economics 95, p. 103785.

Nagl, Maximilian

(2022) Statistical and machine learning for credit and market risk management. PhD, Universität Regensburg.

Daminger, Alexander

(2022) On the Effects of Homeownership Subsidies on the Spatial Distribution of Population, Housing, and Housing Prices within German Cities and Regions. PhD, Universität Regensburg.

Kellner, Ralf, Nagl, Maximilian

and Rösch, Daniel (2022) Opening the black box – Quantile neural networks for loss given default prediction. Journal of Banking & Finance 134, p. 106334. Fulltext not available.

Jobst, Rainer and Rösch, Daniel (2022) Euro Zone Sovereign Default Risk and Capital—A Bayesian Approach. The Journal of Fixed Income 31 (3), pp. 41-65. Fulltext not available.

Kircher, Felix and Rösch, Daniel (2021) A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks. Journal of Banking & Finance 133, p. 106281. Fulltext not available.

Haggenmüller, Clara and Krieger, Pauline (2021) Studentische Compliance mit Anti-Corona-Maßnahmen. Project Report.

Betz, Jennifer

, Kellner, Ralf and Rösch, Daniel (2021) Time matters: How default resolution times impact final loss rates. Journal of the Royal Statistical Society, Series C 70 (3), pp. 619-644.

Löwer, Stefanie Verena (2021) Erfolgsfaktoren softwaregestützter Expertenwerkzeuge in komplexen Domänen. PhD, Universität Regensburg.

Lee, Yongwoong, Scheule, Harald and Rösch, Daniel (2021) Systematic Credit Risk in Securitised Mortgage Portfolios. Journal of Banking and Finance 122, p. 105996. Fulltext not available.

Kratochwil, Michael

(2020) Measuring Counterparty Risk - Development of innovative Methods in Light of Regulatory Reforms. PhD, Universität Regensburg.

Escher, Romy

(2020) Globalisation, Domestic Political Institutions, and Climate Commitment and Performance. PhD, Universität Regensburg.

Zimmert, Franziska Charlotte

(2020) Three essays on the evolution and on policy implications of working hours constraints. PhD, Universität Regensburg.

Atzendorf, Josefine

(2020) Riskantes Gesundheitsverhalten in der allgemeinen Erwachsenenbevölkerung in Deutschland. PhD, Universität Regensburg.

Pfeuffer, Marius, Nagl, Maximilian

, Fischer, Matthias and Rösch, Daniel (2020) Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model. Journal of Risk 22, pp. 1-30. Fulltext not available.

Eppelsheimer, Johann (2020) Human Capital in Labor Economics - Novel Perspectives and Research Strategies. PhD, Universität Regensburg.

Jobst, Rainer, Kellner, Ralf and Rösch, Daniel (2020) Bayesian Loss Given Default Estimation for European Sovereign Bonds. International Journal of Forecasting 36, pp. 1073-1091. Fulltext not available.

Rösch, Daniel and Scheule, Harald (2020) Deep Credit Risk - Machine Learning in Python. Independently Published, United States. ISBN 9798617590199. Fulltext not available.

Brabänder, Christian

(2020) Stochastisches Bestandsmanagement. 2. Aufl. Gabler Verlag, Wiesbaden. ISBN 978-3-658-28190-8. Fulltext not available.

Jopp, Tobias A. and Spoerer, Mark

(2020) Teaching Historical Statistics: Source-Critical Mediation of Aims and Methods of Working Statistically in History. Regensburg Economic and Social History (RESH) Discussion Paper Series 3, Discussion Paper.

Kellner, Ralf and Rösch, Daniel (2019) A Country Specific Point of View on International Diversification. Journal of International Money and Finance 98, p. 102064. (In Press) Fulltext not available.

Kellner, Ralf and Rösch, Daniel (2019) A Bayesian Re-Interpretation of “significant” empirical financial research. Finance Research Letters 38, p. 101402. Fulltext not available.

Peters, Kathleen (2019) Die stationäre und teilstationäre psychosomatische Versorgung von Kindern und Jugendlichen in der Bundesrepublik Deutschland. PhD, Universität Regensburg.

Claussen, Arndt, Rösch, Daniel and Schmelzle, Martin (2019) Hedging parameter risk. Journal of Banking and Finance 100, pp. 111-121. Fulltext not available.

Betz, Jennifer (2018) Resolution of defaulted loan contracts - An empirical analysis of default resolution time and loss given default. PhD, Universität Regensburg.

Kattenbeck, Markus

and Elsweiler, David

(2018) Estimating Models Combining Latent and Measured Variables: A Tutorial on Basics, Applications and Current Developments in Structural Equation Models and Their Estimation Using PLS Path Modeling. In: Proceedings of the 2018 Conference on Human Information Interaction & Retrieval, New Brunswick, NJ, USA. Fulltext not available.

Weigand, Roland (2018) Modeling Multivariate Time Series with Fractional Integration in Macroeconomics and Finance. PhD, Universität Regensburg.

Endres, Herbert and Kellner, Ralf (2017) Smart Data Analytics: Wie man schnell und einfach aus Daten wertvolle Erkenntnisse gewinnt! Working Paper. Fulltext restricted.

Krüger, Steffen

(2017) Advanced Dependency Modeling in Credit Risk - Lessons for Loss Given Default, Lifetime Expected Loss and Bank Capital Requirements. PhD, Universität Regensburg.

Endres, Herbert (2017) Data Analytics: Erfolgsfaktoren und Werkzeuge systematischer Datenanalyse. Fulltext restricted.

Göthel, Judith (2017) Die Bedeutung des Internets als Informationsquelle für die ambulanten Patienten der Orthopädischen Universitätsklinik im Asklepios-Klinikum Bad Abbach. PhD, Universität Regensburg.

Rösch, Daniel (2017) Understanding Statistics and Probability - An Introduction to Methods, Techniques and Computer Applications. Create Space Independent Publishing Platform. ISBN 978-1540622594. Fulltext not available.

Scheule, Harald, Baesens, Bart and Rösch, Daniel (2016) Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS. John Wiley & Sons, New York, N.Y.. ISBN 978-1-119-14398-7. Fulltext not available.

Hirsch, Jens (2016) Climate Change and Geographic Information in Real Estate Research. PhD, Universität Regensburg.

Kattenbeck, Markus (2016) Empirically Measuring Salience of Objects for Use in Pedestrian Navigation. PhD, Universität Regensburg.

Huber, Stephan and Rust, Christoph (2016) Calculate travel time and distance with OpenStreetMap data using the Open Source Routing Machine (OSRM). The Stata Journal 16 (2), pp. 416-423.

Rösch, Daniel and Scheule, Harald (2016) Systematic Credit Risk and Pricing for Fixed Income Instruments. Journal of Fixed Income 26, pp. 42-60. Fulltext not available.

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. PhD, Universität Regensburg.

Hamerle, Alfred, Igl, Andreas and Plank, Kilian (2012) Correlation Smile, Volatility Skew and Systematic Risk Sensitivity of Tranches. Journal of Derivatives. (In Press) Fulltext not available.

Plank, Kilian (2011) Diversification Potential of Structured Securities. The Journal of Fixed Income 20 (4), pp. 24-32. Fulltext not available.

Hamerle, Alfred, Dartsch, Andreas, Jobst, Rainer and Plank, Kilian (2011) Integrating Macroeconomic Risk Factors into Credit Portfolio Models. Journal of Risk Model Validation 5 (2), pp. 3-24. Fulltext not available.

Hamerle, Alfred and Jobst, Rainer (2011) Risikoadäquate Integration von Kreditverbriefungen in Kreditportfoliomodelle. Risiko Manager 1, 1,8-17. Fulltext not available.

Hamerle, Alfred, Knapp, Michael and Werndl, Thomas (2011) VaR-Dekomposition und Diversifikationseffekte. Risiko Manager (9), pp. 1-17. Fulltext not available.

Hamerle, Alfred and Igl, Andreas (2011) Valuation of complex financial instruments for credit risk transfer. In: Hu, Bo and Morasch, Karl and Pickl, Stefan and Siegle, Markus, (eds.) Operations Research Proceedings 2010. Springer, München, pp. 117-122. Fulltext not available.

Hamerle, Alfred and Schropp, Hans-Jochen (2010) Strukturierte Kreditverbriefungen; Spekulation oder Diversifikation? Risiko-Manager (20), 1,10-22. Fulltext not available.

Hamerle, Alfred and Plank, Kilian (2010) Copula Choice with Factor Credit Portfolio Models. In: Kneib, Thomas and Tutz, Gerhard, (eds.) Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. Physica-Verlag, pp. 321-336. ISBN 978-3-7908-2412-4. Fulltext not available.

Hamerle, Alfred and Plank, Kilian (2010) Intransparenzen auf Verbriefungsmärkten – Auswirkungen auf Risikoanalyse und Bewertung. Informatik Spektrum 33, pp. 27-36. Fulltext not available.

Donhauser, Martin, Hamerle, Alfred and Plank, Kilian (2010) Quantifying Systematic Risk in a Portfolio of Collateralised Debt Obligations. In: Rösch, Daniel and Scheule, Harald, (eds.) Model Risk: Identification, Measurement and Management. Risk Books, London, pp. 457-488. ISBN 978-1-906348-25-0. Fulltext not available.

Plank, Kilian (2010) Structured Credit Risk and the Crisis. Working Paper. Fulltext not available.

Hamerle, Alfred and Plank, Kilian (2009) A note on the Berkowitz test with discrete distributions. Journal of Risk Model Validation 3 (2), pp. 3-10. Fulltext not available.

Hamerle, Alfred and Plank, Kilian (2009) Is Diversification Possible with CDOs? Promises and Fallacies of an Investment Class. Working Paper. Fulltext not available.

Hamerle, Alfred, Liebig, Thilo and Schropp, Hans-Jochen (2009) Systematic Risk of CDOs and CDO Arbitrage. Discussion paper / Deutsche Bundesbank, Eurosystem: Series 2, Banking and financial studies 2009,13, Discussion Paper, Dt. Bundesbank, Frankfurt am Main. Fulltext not available.

Hamerle, Alfred and Plank, Kilian (2008) ABS-CDOs mit Subprime Exposure: "Hochgiftig" trotz AAA-Rating? Risiko-Manager (25-26), pp. 8-10. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer and Schropp, Hans-Jochen (2008) CDOs versus Anleihen: Risikoprofile im Vergleich. Risiko-Manager 22, 1,8-14. Fulltext not available.

Donhauser, Martin, Hamerle, Alfred and Plank, Kilian (2008) Dynamic Risk of CDOs. Working Paper. Fulltext not available.

Haas, Rainer, Knapp, Michael and Lerner, Matthias (2008) Entwicklung eines Kreditportfoliomodells für ein mittelständisches Kreditinstitut. Risiko-Manager (13), pp. 16-25. Fulltext not available.

Winterfeldt, Birker (2008) Konzentrationsrisiken in Kreditportfolios. PhD, Universität Regensburg. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer and Lerner, Matthias (2008) Mehrjährige makroökonomische Stresstests: Ein ökonometrischer Ansatz. Risiko-Manager 9, 1,8-15. Fulltext not available.

Koch, Jens and Lerner, Matthias (2008) Messung von Kreditrisikokonzentrationen überlebenswichtig. Börsen-Zeitung 23.04.2008 (78), p. 20. Fulltext not available.

Jobst, Rainer (2008) Modellierung von mehrjährigen Kreditausfallrisiken. WiKu-Verl., Duisburg. ISBN 978-3-86553-260-2. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer, Knapp, Michael and Lerner, Matthias (2008) Stress-Testing Credit Value-at-Risk: a Multiyear Approach. In: Rösch, Daniel and Scheule, Harald, (eds.) Stress Testing for Financial Institutions: Applications, Regulations and Techniques. Riskbooks, London, pp. 67-91. ISBN 978-1-906348-11-3. Fulltext not available.

Hamerle, Alfred and Plank, Kilian (2008) Stress-testing CDOs. The Journal of Risk Model Validation 2 (4, Spe), pp. 51-64. Fulltext not available.

Haas, Rainer, Knapp, Michael and Lerner, Matthias (2007) Einsatz eines Kreditrisikomodells – Praktischer Nutzen eines Portfoliomodells in einem mittelständischen Kreditinstitut. Bank-Praktiker 3 (04), pp. 220-227. Fulltext not available.

Hamerle, Alfred, Knapp, Michael and Wildenauer, Nicole (2007) Default and recovery correlations - A dynamic econometric approach. Risk: Risk magazine (Januar), pp. 100-105. Fulltext not available.

Lerner, Matthias (2007) Marktorientierte Bewertung von Kreditrisiken. PhD, Universität Regensburg. Fulltext not available.

Wildenauer, Nicole (2007) Modellierung der Loss Rate Given Default im Kreditrisikomanagement. PhD, Universität Regensburg. Fulltext not available.

Plank, Kilian (2007) Multivariate Diffusion Modeling. PhD, Universität Regensburg. Fulltext not available.

Falke, Martin (2007) Stress-Testing im Kreditportfoliomanagement. PhD, Universität Regensburg. Fulltext not available.

Rösch, Daniel and Scheule, Harald (2006) Credit Rating Impact on CDO Evaluation. Working Paper. Fulltext not available.

Hamerle, Alfred, Liebig, Thilo and Scheule, Harald (2006) Forecasting Credit Event Frequency – Empirical Evidence for West German Firms. Journal of Risk 9 (1), pp. 75-98. Fulltext not available.

Tilke, Stephan (2006) Reducing Asset Weights’ Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 417, Working Paper.

Rösch, Daniel (2006) Regulatory Banking Capital, Estimation Error and Systemic Risk in Ratings Based Capital Rules. Working Paper. Fulltext not available.

Rösch, Daniel and Scheule, Harald (2005) A Multifactor Approach for Systematic Default and Recovery Risk. The Journal of Fixed Income 15 (2), pp. 63-75. Fulltext not available.

Boegelein, Leif, Hamerle, Alfred, 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. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer, Tegelkamp, Christian and Wadè, Markus (2004) Ermittlung der Ausfallwahrscheinlichkeit von Kreditnehmergemeinschaften. Working Paper. (Unpublished) Fulltext not available.

Hamerle, Alfred, Liebig, Thilo and Scheule, Harald (2004) Forecasting Credit Portfolio Risk. Discussion paper / Deutsche Bundesbank: Series 2, Banking and financial studies 2004,1, Dt. Bundesbank, Frankfurt am Main.

Hamerle, Alfred, Reusch, Matthias and Wadè, Markus (2004) Rating gewerblicher Immobilienkreditnehmer nach Basel II. Die Bank: Zeitschrift für Bankpolitik und Praxis (3), pp. 198-204. Fulltext not available.

Scheule, Harald (2003) Prognose von Kreditausfallrisiken. PhD, Universität Regensburg. Fulltext not available.

Scheule, Harald (2003) Prognose von Kreditausfallrisiken. Risikomanagement und Finanzcontrolling, 8. Uhlenbruch, Bad Soden/Ts.. ISBN 3-933207-41-X. Fulltext not available.

Hamerle, Alfred, Rauhmeier, Robert and Rösch, Daniel (2003) Uses and Misuses of Measures for Credit Rating Accuracy. Working Paper. (Unpublished) Fulltext not available.

Rauhmeier, Robert (2003) Validierung und Performancemessung bankinterner Ratingsysteme. PhD, Universität Regensburg. Fulltext not available.

Boegelein, Leif, Hamerle, Alfred, 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. Fulltext not available.

Boegelein, Leif, Hamerle, Alfred, Rauhmeier, Robert and Scheule, Harald (2002) Modelling Default Rate Dynamics in the CreditRisk+ Framework. Risk 15 (10). Fulltext not available.

Wadé, Markus (2002) Länderrisikoanalyse im Rahmen moderner Kreditrisikomodelle bei Banken: eine Untersuchung mit besonderem Schwerpunkt auf Marktpreisinformation von Emerging Markets. PhD, Universität Regensburg. Fulltext not available.

Rösch, Daniel (2002) Mitigating Procyclicality in Basel II: A Value at Risk Based Remedy. In: The 9th annual meeting of the German Finance Association, 05. Oktober 2002, Cologne. Fulltext not available.

Scheule, Harald (2001) Kreditbewertung im deutschen Steuersystem - eine Shareholder-Value-basierte Betrachtung. Zeitschrift für das gesamte Kreditwesen 54 (3), pp. 127-130. Fulltext not available.

Knapp, Michael (2001) Basel II - Wettlauf mit der Zeit. FIN.KOM Magazin für Banking Innovation (3), p. 5. Fulltext not available.

Ott, Birgit (2001) Interne Kreditrisikomodelle. PhD, Universität Regensburg. Fulltext not available.

Ott, Birgit (2001) Kreditrisikomodelle - Der neue Ansatz im Risikomanagement deutscher Banken. Banking and Information Technology 2 (1), pp. 44-52. Fulltext not available.

Knapp, Michael (2001) Zeitabhängige Kreditportfoliomodelle. PhD, Universität Regensburg. Fulltext not available.

Spieß, Martin and Hamerle, Alfred (2000) A comparison of different methods for the estimation of regression models with correlated binary responses. Computational Statistics & Data Analysis 33 (4), pp. 439-455. Fulltext not available.

Hamerle, Alfred (2000) Statistische Modelle im Kreditgeschäft der Banken. In: Johanning, Lutz and Rudolph, Bernd, (eds.) Handbuch Risikomanagement. Band 1. Uhlenbruch, Bad Soden/Ts., pp. 459-490. ISBN 3-933207-15-0. Fulltext not available.

Rösch, Daniel and Hamerle, Alfred (2000) Systematische Bonitätsrisiken und Default-Korrelationen. In: Effiziente Gestaltung von Finanzmärkten und Finanzinstitutionen der Deutschen Forschungsgemeinschaft, Februar 2000, Eltville. Fulltext not available.

Rösch, Daniel (2000) Zur "internen" Erfolgsmessung von Portfoliomanagern. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 351, Lehrstuhl für Statistik, Wirtschaftswiss. Fak., Univ., Regensburg. Fulltext not available.

Hamerle, Alfred and Knapp, Michael (1999) Multi-Faktor-Modell zur Bestimmung segmentspezifischer Ausfallwahrscheinlichkeiten für die Kredit-Portfolio-Steuerung. Wirtschaftsinformatik 41 (2), pp. 138-144. Fulltext not available.

Hamerle, Alfred, Hruschka, Harald and Stoiber, Helmut (1998) Analyzing purchase incidence and brand choice by multi-state hazard models. OR-Spektrum 20 (1), pp. 55-63. Fulltext not available.

Singer, Hermann (1998) Kontinuierlich-diskrete Zustandsraum-Modelle - Anwendung stochastischer Differentialgleichungen in Ökonometrie und empirischer Kapitalmarktforschung. Habilitation, UNSPECIFIED. Fulltext not available.

Hamerle, Alfred, Knapp, Michael, Ott, Birgit and Schacht, Guido (1998) Prognose und Sensitivitätsanalyse von Branchenrisiken - ein neuer Ansatz. Die Bank (07), p. 428. Fulltext not available.

Knapp, Michael (1998) RAP-Modelle (RAROC, RORAC). Working Paper. Fulltext not available.

Hamerle, Alfred and Knapp, Michael (1998) Zukunftsorientierte Messung des Kreditrisikos im Firmenkundengeschäft. Working Paper. (Unpublished) Fulltext not available.

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