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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Gapko, Petr
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Šmíd, Martin
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S̆mid, Martin
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Finance a úvěr
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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1
Modeling credit losses for multiple loan portfolios
Gapko, Petr
;
S̆mid, Martin
- In:
Finance a úvěr
69
(
2019
)
6
,
pp. 558-579
Persistent link: https://www.econbiz.de/10012303180
Saved in:
2
Multi-period structural model of a mortgage portfolio with cointegrated factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
66
(
2016
)
6
,
pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
Saved in:
3
Dynamic multi-factor credit risk model with fat-tailed factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10009740502
Saved in:
4
Modeling a distribution of mortgage credit losses
Gapko, Petr
;
Šmíd, Martin
- In:
Ekonomický časopis : časopis pre ekonomickú …
60
(
2012
)
10
,
pp. 1005-1023
Persistent link: https://www.econbiz.de/10010372802
Saved in:
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