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~isPartOf:"The journal of risk model validation"
~subject:"Schätzung"
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The journal of risk model validation
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A correlated structural credit risk model with random coefficients and its Bayesian estimation using stock and credit market information
Kwon, Tae Yeon
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 21-48
Persistent link: https://www.econbiz.de/10011587693
Saved in:
2
Backtesting for counterparty credit risk
Schnitzler, Sebastian
;
Rother, Niklas
;
Plank, Holger
; …
- In:
The journal of risk model validation
8
(
2014
)
4
,
pp. 3-17
Persistent link: https://www.econbiz.de/10010506586
Saved in:
3
Conditioned likelihood estimation of nonnormal distributions : risk estimation of credit portfolios in stressed markets
Oteng-Amoako, Kingsley
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 3-31
Persistent link: https://www.econbiz.de/10010423915
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