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~institution:"The Wharton Financial Institutions Center"
~source:"econis"
~subject:"Bootstrap-Verfahren"
~subject:"Kapitaleinkommen"
~subject:"Zustandsraummodell"
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Measurement and estimation of credit migration matrices
Schuermann, Til
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contributor
);
Jafry, Yusuf
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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