Estimation of intra-sector asset correlations
Christian Meyer
| Year of publication: |
2009
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|---|---|
| Authors: | Meyer, Christian |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 3.2009/10, 3, p. 47-79
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| Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
| 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/10009262132