A stress test to incorporate correlation breakdown
Year of publication: |
2004
|
---|---|
Authors: | Kim, Jongwoo ; Finger, Christopher C. |
Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 319-337
|
Subject: | Theorie | Theory | Korrelation | Correlation | Stresstest | Stress test |
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