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~isPartOf:"Risks : open access journal"
~person:"Guhr, Thomas"
~subject:"Finanzmarkt"
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Risks : open access journal
Eur. Phys. J. B (2016) 89: 105
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Vieweg + Teubner research
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Credit
risk
meets random matrices : coping with non-stationary asset correlations
Mühlbacher, Andreas
;
Guhr, Thomas
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-25
We review recent progress in modeling credit
risk
for correlated assets. We employ a new interpretation of the Wishart …
Persistent link: https://www.econbiz.de/10011866403
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