Research output per year
Research output per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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A corporate credit rating model with autoregressive errors
Hornik, K., Hirk, R. & Vana Gür, L., 1 Dec 2022, In: Journal of Empirical Finance. 69, p. 224-240Publication: Scientific journal › Journal article › peer-review
Open Access -
A joint model of failures and credit ratings.
Hirk, R., Vana Gür, L., Pichler, S. & Hornik, K., 2020, In: Journal of Credit Risk. 16, 4, p. 1 - 28Publication: Scientific journal › Journal article › peer-review
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Investigating the Dark Figure of COVID-19 Cases in Austria: Borrowing From the Decode Genetics Study in Iceland
Hirk, R., Kastner, G. & Vana Gür, L., 2020, In: Austrian Journal of Statistics. 49, 5, p. 1 - 17Publication: Scientific journal › Journal article › peer-review
Open AccessFile50 Downloads (Pure) -
Multivariate ordinal models in credit risk: Three essays
Hirk, R., 30 Jan 2020Publication: Thesis › Doctoral thesis
File123 Downloads (Pure) -
mvord: An R Package for Fitting Multivariate Ordinal Regression Models
Hirk, R., Hornik, K. & Vana Gür, L., 2020, In: Journal of Statistical Software. 93, 4, p. 1 - 41Publication: Scientific journal › Journal article › peer-review
Open AccessFile203 Downloads (Pure)
Activities
- 12 Science to science
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A Joint Model of Failures and Credit Ratings
Hirk, R. (Contributor), Vana Gür, L. (Contributor), Pichler, S. (Contributor) & Hornik, K. (Contributor)
8 Mar 2021Activity: Talk or presentation › Science to science
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mvord: An R Package for Fitting Multivariate Ordinal Regression Models.
Hirk, R. (Contributor), Hornik, K. (Contributor) & Vana Gür, L. (Contributor)
18 Oct 2019 → 20 Oct 2019Activity: Talk or presentation › Science to science
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A joint model of failures and credit ratings
Hirk, R. (Contributor), Vana Gür, L. (Contributor), Hornik, K. (Contributor) & Pichler, S. (Contributor)
9 Sept 2019 → 11 Sept 2019Activity: Talk or presentation › Science to science
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Credit Risk Applications of Multivariate Ordinal Regression Models Using the R Package mvord
Vana Gür, L. (Contributor), Hirk, R. (Contributor) & Hornik, K. (Contributor)
13 Sept 2018 → 14 Sept 2018Activity: Talk or presentation › Science to science
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mvord: An R Package for Fitting Multivariate Ordinal Regression Models
Hirk, R. (Contributor), Hornik, K. (Contributor) & Vana Gür, L. (Contributor)
10 Jul 2018 → 13 Jul 2018Activity: Talk or presentation › Science to science
Projects
- 3 Finished
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Multivariate ordinal regression models for enhanced credit risk modeling
Vana Gür, L. (PI - Project head) & Hirk, R. (Researcher)
1/10/20 → 31/03/22
Project: Research funding
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High-dimensional statistical learning: New methods to advance economic and sustainability policies
Dobernig, K. (PI - Project head), Kastner, G. (PI - Project head), Hirk, R. (Researcher) & Vana Gür, L. (Researcher)
1/08/19 → 31/07/23
Project: Research funding
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Stochastic Filtering and Corporate and Sovereign Credit Risk
Frey, R. (PI - Project head), Damian, C. (Researcher), Hirk, R. (Researcher), Hornik, K. (Researcher), Pichler, S. (Researcher) & Szölgyenyi, M. (Researcher)
1/04/15 → 31/03/20
Project: Research funding