Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Published as follows: “MODEL RISK: CARING ABOUT STYLIZED FEATURES OF ASSET RETURNS! How does equity market influence credit default swap market?”, In Gregoriou Greg N., Hoppe Christian, Wehn Carsten (Eds), Chapter 5, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 19, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1237582 [DOI] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012706693