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apl. Prof. Dr. Matthias Fischer
List of publications:
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Fachbereich Wirtschaftswissenschaften
Publications
(43)
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Journal article
Journal article
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Book chapter / Article in edited volumes
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Composite Tukey-type distributions with application to operational risk management (2024)
Möstel L, Fischer M, Pfeuffer M
Journal article
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model (2020)
Pfeuffer M, Nagl M, Fischer M, Rösch D
Journal article
Parameter estimation of Tukey-type distributions: A comparative analysis (2019)
Möstel L, Fischer M, Pfaelzner F, Pfeuffer M
Journal article
An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions (2018)
Pfeuffer M, Möstel L, Fischer M
Journal article, Original article
Weighted Power Mean Copulas: Theory and Application (2018)
Klein I, Fischer M, Pleier T
Journal article, Original article
wHS-type distributions with application to Finance (2017)
Fischer M, Hui A, Hösle S
Journal article, Original article
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. (2017)
Fischer M, Kraus D, Pfeuffer M, Czado C
Journal article, Original article
Application of Vine Copulas to Credit Portfolio Risk Modeling (2016)
Fischer M, Geidosch M
Journal article, Original article
IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven (2016)
Fischer M, Pfeuffer M
Journal article, Original article
Connecting Rating Migration Matrices and the Business Cycle By Means of Generalized Regression Models (2016)
Fischer M, Pfeuffer M
Journal article, Original article
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