Estimating asset correlations from stock prices or default rates : which method is superior?
Year of publication: |
14 Apr. 2008
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Other Persons: | Düllmann, Klaus (contributor) ; Küll, Jonathan (contributor) ; Kunisch, Michael (contributor) |
Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
Subject: | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Rendite | Yield | Korrelation | Correlation | Schätztheorie | Estimation theory | Vergleich | Comparison | Theorie | Theory |
Extent: | Online-Ressource, 33 S. = 420 KB, Text graph. Darst. |
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Series: | Discussion paper / Deutsche Bundesbank. - Frankfurt, Main : Dt. Bundesbank, ZDB-ID 2126941-5. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zsfassungen in dt. und engl. Sprache Systemvoraussetzungen: Acrobat Reader |
ISBN: | 978-3-86558-397-0 |
Source: | ECONIS - Online Catalogue of the ZBW |
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