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~person:"Bernard, Carole"
~person:"Caporin, Massimiliano"
~person:"Guillén, Montserrat"
~subject:"Factor analysis"
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Factor analysis
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Bernard, Carole
Caporin, Massimiliano
Guillén, Montserrat
Korobilis, Dimitris
4
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Astin bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
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ECONIS (ZBW)
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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2
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
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Modeling longevity risk with generalized dynamic factor models and vine-copulae
Chuliá, Helena
;
Guillén, Montserrat
;
Uribe, Jorge
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 165-190
Persistent link: https://www.econbiz.de/10011485145
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