Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach
Gaisser S., Memmel C., Schmidt R., Wehn C.
Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
Wosnitza J.H.
The Panel on Household Finances (PHF) – Microdata on Household Wealth in Germany
Altmann K., Bernard R., Le Blanc J., Gabor-Toth E., Hebbat M., Kothmayr L., Le Blanc J., Schmidt T., Tzamourani P., Werner D., Zhu J.