Structural dynamic analysis of systematic risk
L. Calvet, V. Czellar, C. Gouriéroux
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Calvet, Laurent E. ; Czellar, Veronika ; Gouriéroux, Christian |
| Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
| Subject: | Systemically Important Financial Institutions (SIFI) | Merton’smodel | Value of the Firm | indirect inference | rating | ABC filtering and smoothing |
freely available
| Extent: | 1 Online-Ressource (circa 64 Seiten) Illustrationen |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2016, 19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011855301