Credit risk models : do they deliver their promises? : A quantitative assessment
Gianluca Oderda, Michael M. Dacorogna, Tobias Jung
| Year of publication: |
2003
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|---|---|
| Authors: | Oderda, Gianluca ; Dacorogna, Michael M. ; Jung, Tobias |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 32.2003, 2, p. 177-195
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| Subject: | Kreditrisiko | Credit risk | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790783