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Copula dynamics in CDOs
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
SFB 649 Discussion Paper
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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The default risk of firms examined with Smooth Support Vector Machines;
Härdle, Wolfgang
;
Lee, Yuh-Jye
;
Schäfer, Dorothea
; …
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2007
Persistent link: https://www.econbiz.de/10003618781
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Rating companies with support vector machines
Härdle, Wolfgang
(
contributor
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Moro, R. A.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002009009
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