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Dynamic Implied Correlation Modeling and Forecasting in Structured Finance
Löhr, Sebastian, Mursajew, Olga, Rösch, Daniel and Scheule, Harald (2013) Dynamic Implied Correlation Modeling and Forecasting in Structured Finance. Journal of Futures Markets 33 (11), pp. 994-1023.Date of publication of this fulltext: 19 Dec 2024 08:33
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| Item type | Article | ||||
| Journal or Publication Title | Journal of Futures Markets | ||||
| Publisher: | WILEY | ||||
|---|---|---|---|---|---|
| Place of Publication: | HOBOKEN | ||||
| Volume: | 33 | ||||
| Number of Issue or Book Chapter: | 11 | ||||
| Page Range: | pp. 994-1023 | ||||
| Date | 2013 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Identification Number |
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| Keywords | RISK; DEBT; | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 62143 |
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