Dynamic multi-factor credit risk model with fat-tailed factors
Petr Gapko; Martin Šmíd
| Year of publication: |
2012
|
|---|---|
| Authors: | Gapko, Petr ; Šmíd, Martin |
| Published in: |
Finance a úvěr. - Praha : Economia, ISSN 0015-1920, ZDB-ID 8603182. - Vol. 62.2012, 2, p. 125-140
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010118048