Estimating asset correlations from stock prices or default rates—Which method is superior?
| Year of publication: |
2010
|
|---|---|
| Authors: | Duellmann, Klaus ; Küll, Jonathan ; Kunisch, Michael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 11, p. 2341-2358
|