Grundke, Peter
Full Name
Grundke, Peter
Variants
Grundke, P
Grundke, Peter
Grundke, Peter
Main Affiliation
FIS NetID
Country
Germany
Lädt ...
2
0
20
0
false
Lädt ...
3
0
20
0
false
Erscheinungsdatum
Typ
1-8 von 8
Erscheinungsdatum | Titel | Autor(en) | |
---|---|---|---|
1 | 2011 | Reverse stress tests with bottom-up approaches | Grundke, Peter |
2 | 2012 | Further recipes for quantitative reverse stress testing | Grundke, Peter |
3 | 2013 | On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas | Garmann, Sebastian; Grundke, Peter |
4 | 2013 | On the reliability of integrated risk measurement in practice | Grundke, Peter |
5 | 2018 | A macroeconomic reverse stress test | Grundke, Peter ; Pliszka, Kamil |
6 | 2019 | Global systemic risk measures and their forecasting power for systemic events | Grundke, Peter ; Tuchscherer, Michael |
7 | 2019 | Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model | Grundke, Peter |
8 | 2020 | Model and estimation risk in credit risk stress tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |