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~person:"Schneider, Paul"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Fallstudie"
~type_genre:"Textbook"
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Dynamische Wirtschaftstheorie
Monte Carlo simulation
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Zeitreihenanalyse
Corporate bond
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Credit risk
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Deutschland
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Germany
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Kreditrisiko
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Liquidity effect
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Liquiditätseffekt
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Markov chain
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Markov-Kette
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Schneider, Paul
Casella, George
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Cipollini, Andrea
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Douc, Randal
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Frühwirth, Manfred
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Muratidēs, Kōstas
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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The risk microstructure of corporate bonds : a case study from the German corporate bond market
Frühwirth, Manfred
;
Schneider, Paul
;
Sögner, Leopold
- In:
European financial management : the journal of the …
16
(
2010
)
4
,
pp. 658-685
Persistent link: https://www.econbiz.de/10008658796
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