The underlying dynamics of credit correlations
Arthur Berd; Robert Engle; Artem Voronov
| Year of publication: |
2008
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|---|---|
| Authors: | Berd, Arthur ; Engle, Robert F. ; Voronov, Artem |
| Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 73-116
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | ARCH-Modell | ARCH 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/10003918664