Concepedia

Alfred Hamerle

AH

Statistics

Publications

22

Citations

870

H-Index

16

Active since

1980

Affiliations

University of Regensburg(Current)

University of Konstanz

Deutsche Bundesbank

Max Planck Institute for Human Development

Max Planck Society

Alfred Hamerle is an author at University of Regensburg specializing in statistics, business, and economics.

Top concepts

StatisticsBusinessEconomicsFinanceManagementEngineeringEconometricsStatistical InferenceCredit RiskFinancial Crisis

Publications per year

1980–2011

22

Publications

22

Event History Analysis: Statistical Theory and Application in the Social Sciences.

Paul D. Allison, Hans-Peter Blossfeld, Alfred Hamerle et al. · Contemporary Sociology A Journal of Reviews · 1990 · 306 citations

Semi-parametric Regression Models, Epidemiology, Event Evaluation +10

Forecasting Credit Portfolio Risk

Alfred Hamerle, Thilo Liebig, Harald Scheule · SSRN Electronic Journal · 2004 · 106 citations · Full text

Problems with the estimation of stochastic differential equations using structural equations models

Alfred Hamerle, Willi Nagl, Hermann Singer · Journal of Mathematical Sociology · 1991 · 46 citations

Parameter Estimation, Engineering, Maximum Likelihood Estimation +22

Misspecified copulas in credit risk models: how good is Gaussian?

Alfred Hamerle, Daniel Rösch · The Journal of Risk · 2005 · 42 citations

Gaussian Creditmetrics, Risk Analytics, Misspecified Copulas +15

Benchmarking Asset Correlations

Alfred Hamerle, Thilo Liebig, Daniel Rösch · University of Regensburg Publication Server (University of Regensburg) · 2003 · 38 citations · Full text

Financial Risk Management, Macroeconomic Forecasting, Basel Ii Model +19

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