Microinformation, nonlinear filtering, and granularity
Patrick Gagliardini; Christian Gouriéroux; Alain Monfort
| Year of publication: |
2012
|
|---|---|
| Authors: | Gagliardini, Patrick ; Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 1, p. 1-53
|
| Subject: | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009519715