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~isPartOf:"Risks : open access journal"
~person:"Collamore, Jeffrey F."
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Finanzdienstleistung"
~subject:"Forecasting model"
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Collamore, Jeffrey F.
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Sharp probability tail estimates for portfolio credit risk
Collamore, Jeffrey F.
;
Silva, Hasitha de
;
Vidyashankar, …
- In:
Risks : open access journal
10
(
2022
)
12
,
pp. 1-20
also discuss estimates for
Value-at-Risk
, and observe that our results may be extended to cases where the number of factors …
Persistent link: https://www.econbiz.de/10014230963
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