Alfred Hamerle

Finance · 2004–2005

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Alfred Hamerle trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David X. Li
  2. Russell Davidson
  3. Rüdiger Frey

Who trusts Alfred Hamerle overall

  1. Thomas Moosbrucker

Papers from Alfred Hamerle's perspective

Ordered by how strongly the researchers Alfred Hamerle trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Default Correlation: A Copula Function Approach
  2. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  3. A comparative analysis of current credit risk models
  4. Wild Bootstrap Tests for IV Regression
  5. Bootstrap Methods in Econometrics
  6. Testing Statistical Hypotheses
  7. A Three-Step Method for Choosing the Number of Bootstrap Repetitions
  8. Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression
  9. Instrumental Variables Regression with Weak Instruments
  10. Finite sample evidence of IV estimators under weak instruments

Their papers