Estimation of intra-sector asset correlations
Year of publication: |
2009
|
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Authors: | Meyer, Christian |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 3.2009/10, 3, p. 47-79
|
Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Schätzung | Estimation | Kreditrisiko | Credit risk |
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