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isPartOf:"Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)"
~isPartOf:"Quantitative finance"
~person:"Gribisch, Bastian"
~person:"Möstel, Linda"
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Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Quantitative finance
Essays on the measurement of credit risk
1
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ECONIS (ZBW)
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Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
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An extended likelihood framework for modelling discretely observed credit rating transitions
Pfeuffer, Marius
;
Möstel, Linda
;
Fischer, Matthias
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012194622
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