Go to content
UR Home

Estimating Credit Contagion in a Standard Factor Model

Rösch, Daniel and Winterfeldt, Birker (2008) Estimating Credit Contagion in a Standard Factor Model. Asia Risk, pp. 66-71.

Full text not available from this repository.

Other URL: http://www.risk.net/data/asiarisk/pdf/2008/asiarisk_oct08_cuttingedge.pdf


Export bibliographical data



Item type:Article
Date:1 October 2008
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:No, this document will not be refereed
Created at the University of Regensburg:No
Item ID:28456
Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons