Cross- and autocorrelation in multi-period credit portfolio models
Christoph K. J. Wagner
| Year of publication: |
2009
|
|---|---|
| Authors: | Wagner, Christoph K. J. |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 125-138
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Autokorrelation | Autocorrelation | Markov-Kette | Markov chain | Korrelation | Correlation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003746011