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Nagl, Maximilian, Pfeuffer, Marius, Fischer, Matthias and Rösch, Daniel (2019) Parameter Estimation, Bias Correction and Uncertainty Quantification in the Vasicek Credit Portfolio Model. Journal of Risk. (In Press) Fulltext not available.


Dorfleitner, Gregor, Fischer, Matthias and Geidosch, Marco (2012) Specification risk and calibration effects of a multi-factor credit portfolio model. Journal of Fixed Income 22 (1), pp. 7-24. Fulltext not available.

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