Stefan Pichler

Deriving Consensus Ratings of the Big Three Rating Agencies

Paul Hofmarcher, Bettina Grün, Kurt Hornik, 2013 .

Validation of Credit Rating Systems Using Multi-Rater Information

Kurt Hornik, Stefan Pichler, K. Hornik, 2006 .

A comparison of analytical VaR methodologies for portfolios that include options

Stefan Pichler, Karl Selitsch, 1999 .

Parsimonious Estimation of Credit Spreads

Stefan Pichler, R. Jankowitsch, Rainer Jankowitsch, 2002 .

A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure

Alois Geyer, Stefan Pichler, Alois Geyer, 1999 .

Risk trading, network topology and banking regulation

Stefan Thurner, Rudolf Hanel, Stefan Pichler, 2003 .