Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk
| Year of publication: |
2012
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|---|---|
| Authors: | Baixauli, J. Samuel ; Alvarez, Susana |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 40.2012, 2, p. 115-130
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