Confidence intervals for correlations in the asymptotic single risk factor model
von Steffi Höse und Stefan Huschens
| Year of publication: |
2009
|
|---|---|
| Authors: | Höse, Steffi ; Huschens, Stefan |
| Publisher: |
Dresden : Techn. Universität, Fak. Wirtschaftswissenschaften |
| Subject: | Risikomaß | Schätztheorie | Kreditrisiko | Portfolio-Management | Theorie |
| Extent: | 21 Bl. |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802. - Vol. 50 |
| Type of publication: | Book / Working Paper |
| Language: | German |
| Source: |
Persistent link: https://www.econbiz.de/10004958679