Inaccurate dependence measures in credit models for non-normal variables
Fernando Moreira
| Year of publication: |
2011
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|---|---|
| Authors: | Moreira, Fernando |
| Published in: |
Banking and finance review. - [Erscheinungsort nicht ermittelbar] : lulu.com], ISSN 1947-7945, ZDB-ID 2557090-0. - Vol. 3.2011, 2, p. 159-176
|
| Subject: | Kreditrisiko | Credit risk | Messung | Measurement | Multivariate Verteilung | Multivariate distribution |
| 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/10009729632