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Kreditportfoliomanagement - Die Bedeutung von Korrelationen für die Bewertung von Kreditausfallrisiken
Lipponer, Alexander, (2000)
Credit Risk Evaluation : Modeling - Analysis - Management
Wehrspohn, Uwe, (2002)
Risk Management in Banking : Credit Risk Management and Bank Closure Policies
Erlenmaier, Ulrich, (2001)
Asymptotic properties of the maximum likelihood an non-linear least squares estimators for noninvertible moving average models
Tanaka, Katsuto, (1987)
The Analytics of Risk Model Validation.
Christodoulakis, George A., (2007)
Linear Factor Models in Finance.
Knight, John, (2004)