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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Consistent High-precision Volatility from High-frequency Dat...
Corsi, Fulvio; Zumbach, Gilles; Müller, Ulrich A.; … - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10006038518
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Credit Risk Models -- Do They Deliver Their Promises? A Quantitative Assessment
Oderda, Gianluca; Dacorogna, Michel M.; Jung, Tobias - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10006027115