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~subject:"Kreditderivat"
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Kreditderivat
Credit derivative
2
Markov chain
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Markov-Kette
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Theorie
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Theory
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Aktienmarkt
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Bayes-Statistik
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Credit default swaps
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Credit rating
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Credit risk
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Decomposition method
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Kreditwürdigkeit
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Latent Class model
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Castellano, Rosella
2
Scaccia, Luisa
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Review of managerial science
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ECONIS (ZBW)
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Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective
Castellano, Rosella
;
Scaccia, Luisa
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10010356926
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2
CDS and rating announcements : changing signaling during the crisis?
Castellano, Rosella
;
Scaccia, Luisa
- In:
Review of managerial science
6
(
2012
)
3
,
pp. 239-264
Persistent link: https://www.econbiz.de/10009567498
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