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Kraemer, Walter's
Scholarly Papers
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1,445 |
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1.
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On Comparing the Accuracy of Default Predictions in the Rating Industry
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Guettler, Andre
University of Ulm - Department of Mathematics and Economics Kraemer, Walter
University of Dortmund - Department of Statistics
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Posted:
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21 Oct 03
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Last Revised:
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17 Sep 09
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638
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Kraemer, Walter
University of Dortmund - Department of Statistics Guettler, Andre
University of Ulm - Department of Mathematics and Economics
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106
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credit rating, probability forecasts, calibration
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Guettler, Andre
University of Ulm - Department of Mathematics and Economics Kraemer, Walter
University of Dortmund - Department of Statistics
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21 Oct 03
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Last Revised:
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17 Sep 09
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532
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Credit rating, Probability forecasts, Calibration
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2.
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Kraemer, Walter
University of Dortmund - Department of Statistics Schich, Sebastian
Organisation for Economic Co-operation and Development (OECD)
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292
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Disaster, insurance industry, event-study
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3.
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Kraemer, Walter
University of Dortmund - Department of Statistics
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225
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significance testing
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4.
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Kleiber, Christian
University of Dortmund - Department of Statistics Kraemer, Walter
University of Dortmund - Department of Statistics
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104
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Income distribution, welfare dominance, Lorenz order, stochastic dominance, decisions under risk
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Kraemer, Walter
University of Dortmund - Department of Statistics
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99
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Markov switching, GARCH, long memory
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Kraemer, Walter
University of Dortmund - Department of Statistics Arminger, Gerhard
Bergische Universitat
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79
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7.
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Kleiber, Christian
University of Dortmund - Department of Statistics Kraemer, Walter
University of Dortmund - Department of Statistics
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8
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1
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ARFIMA, Autocorrelation, Durbin-Watson test, Long memory, Power
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8.
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Kraemer, Walter
University of Dortmund - Department of Statistics Runde, Ralf
University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik
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empirical densities, heavy tails
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9.
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Kraemer, Walter
University of Dortmund - Department of Statistics
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10.
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Kraemer, Walter
University of Dortmund - Department of Statistics Runde, Ralf
University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik
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