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Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank, (2000)
Parameterizing credit risk models with rating data
Carey, Mark S., (2000)
Standard & Poor's official response to the Basel Committee's proposal
Griep, Clifford, (2001)
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón, (1998)
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón, (1996)
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón, (2002)