Entries of Nagl, Maximilian on the publication server

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Number of items: 10.

2024

Nagl, Matthias, Nagl, Maximilian

and Rösch, Daniel (2024) Non-linearity and the distribution of market-based loss rates. OR Spectrum.

Nagl, Maximilian

(2024) Intricacy of cryptocurrency returns. Economics Letters 239, p. 111746.

Nagl, Cathrine, Nagl, Maximilian

, Rösch, Daniel, Schäfers, Wolfgang and Freybote, Julia (2023) Time Varying Dependences Between Real Estate Crypto, Real Estate and Crypto Returns. Journal of Real Estate Research, pp. 1-29. Fulltext not available.

Häffner, Sonja, Hofer, Martin, Nagl, Maximilian

Nagl, Matthias, Nagl, Maximilian

and Rösch, Daniel (2022) Quantifying uncertainty of machine learning methods for loss given default. Frontiers in Applied Mathematics and Statistics 8, p. 1076083.

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.

Betz, Jennifer

, Nagl, Maximilian

and Rösch, Daniel (2022) Credit line exposure at default modelling using Bayesian mixed effect quantile regression. Journal of the Royal Statistical Society: Series A (Statistics in Society), pp. 1-38.

Nagl, Maximilian

(2022) Statistical and machine learning for credit and market risk management. 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.

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.

This list was generated on Thu Dec 5 11:38:56 2024 CET.

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