Modeling intra and inter correlations in credit default losses
M. Syrkin and A. Shirazi
| Year of publication: |
2014
|
|---|---|
| Authors: | Syrkin, Mark ; Shirazi, Ali |
| Published in: |
Business cycles in economics : types, challenges and impacts on monetary policies. - New York, NY : Nova Publ., ISBN 978-1-63321-322-7. - 2014, p. 247-266
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010421665