Copula Choice with Factor Credit Portfolio Models
Hamerle, Alfred and Plank, Kilian (2010) Copula Choice with Factor Credit Portfolio Models. In: Kneib, Thomas and Tutz, Gerhard, (eds.) Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. Physica-Verlag, pp. 321-336. ISBN 978-3-7908-2412-4.Date of publication of this fulltext: 05 Mar 2010 07:59
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| Item type | Book section |
| ISBN | 978-3-7908-2412-4 |
| Title of Book: | Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir |
|---|---|
| Publisher: | Physica-Verlag |
| Page Range: | pp. 321-336 |
| Date | 2010 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 300 Social sciences > 310 General statistics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 13253 |
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