apl. Prof. Dr. Matthias Fischer

Fachbereich Wirtschaftswissenschaften

Connecting Rating Migration Matrices and the Business Cycle By Means of Generalized Regression Models (2016) Fischer M, Pfeuffer M Journal article, Original article pTAS Distributions with Application to Risk Management (2016) Fischer M, Jakob K Journal article, Original article Quantifying the impact of different copulas in a generalized CreditRisk+ framework - An empirical study (2014) Fischer M, Jakob K Journal article, Original article An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions (2014) Fischer M, Kaufmann F Journal article, Original article A new class of copulas with tail dependence (2014) Fischer M, Hinzmann G Journal article, Original article A Statistical Repertoire for Quantitative LGD Validation: Overview, Illustration, Pitfalls, Extensions (2014) Fischer M, Pfeuffer M Journal article, Original article The HS-SAS and GSH-SAS Distribution as Model for Unconditional and Conditional Return Distributions (2013) Fischer M, Herrmann K Journal article, Original article Specifcation risk and calibration effects of a multi-factor portfolio model (2012) Fischer M, Dorfleitner G, Geidosch M Journal article, Original article Constructing and generalizing given multivariate copulas: A unifying approach (2012) Fischer M, Köck C Journal article, Original article The weak tail dependence coefficient of the GH distribution (2012) Schlüter S, Fischer M Journal article, Original article