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~person:"Kiesel, Rüdiger"
~subject:"Öffentliche Anleihe"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Mikroform"
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Öffentliche Anleihe
Estimation theory
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Statistische Verteilung
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Ausreißer
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Emerging economies
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Estimation
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Multivariate Verteilung
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Kiesel, Rüdiger
Perraudin, William R. M.
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Taylor, Alex
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
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