Rösch, Daniel and Winterfeldt, Birker (2008) Estimating Credit Contagion in a Standard Factor Model. Risk 21, pp. 78-82.
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Other URL: http://www.risk.net/data/risk/pdf/technical/2008/risk_0808_technical_cpr.pdf
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| Item type: | Article |
|---|---|
| Date: | 1 August 2008 |
| Institutions: | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) |
| Interdisciplinary Subject Network: | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification: | 300 Social sciences > 330 Economics |
| Status: | Published |
| Refereed: | Yes, this version has been refereed |
| Created at the University of Regensburg: | Partially |
| Item ID: | 8004 |
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