Harald Scheule

According to our database, Harald Scheule authored at least 5 papers between 2014 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of six.

2022

Benchmarking forecast approaches for mortgage credit risk for forward periods.

Thi Mai Luong, Harald Scheule

Eur. J. Oper. Res., 2022

2018

Predicting loss severities for residential mortgage loans: A three-step selection approach.

Hung Xuan Do, Daniel Rösch, Harald Scheule

Eur. J. Oper. Res., 2018

2016

Accuracy of mortgage portfolio risk forecasts during financial crises.

Yongwoong Lee, Daniel Rösch, Harald Scheule

Eur. J. Oper. Res., 2016

2014

Forecasting probabilities of default and loss rates given default in the presence of selection.

Daniel Rösch, Harald Scheule

J. Oper. Res. Soc., 2014

Asset portfolio securitizations and cyclicality of regulatory capital.

Kristina Lützenkirchen, Daniel Rösch, Harald Scheule

Eur. J. Oper. Res., 2014