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Classification - the ubiquitous challenge : proceedings of the 28th annual conference of the Gesellschaft für Klassifikation e.V., University of Dortmund, March 9 - 11, 2004 ; with 108 tables
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The VaR implementation handbook
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Weißbach, Rafael
;
Kramer, Frederik
;
Lawrenz, Claudia
- In:
The VaR implementation handbook
,
(pp. 361-383)
.
2009
Persistent link: https://www.econbiz.de/10003827089
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Smooth correlation estimation with application to portfolio credit risk
Weißbach, Rafael
;
Rosenow, Bernd
- In:
Classification - the ubiquitous challenge : proceedings …
,
(pp. 474-481)
.
2005
Persistent link: https://www.econbiz.de/10003569573
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